+28.5%
WEC vs MULL
+1,303.2%
-1,274.7%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | 0.0% |
| 7D | -0.7% | +43.3% | -44.0% | -0.1% |
| 30D | +11.0% | -37.4% | +48.4% | +10.5% |
| 3M | +8.6% | -36.8% | +45.5% | +8.3% |
| 6M | +6.2% | -36.9% | +43.0% | +6.4% |
| YTD | +14.3% | +250.7% | -236.4% | +16.4% |
| 1Y | +8.4% | +337.6% | -329.2% | +10.7% |
| All | +28.5% | +1,303.2% | -1,274.7% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MULL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling