+79.2%
WELL vs MULL
+2,366.2%
-2,287.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.3% | +9.3% | -0.1% |
| 7D | -2.2% | +3.6% | -5.9% | -2.3% |
| 30D | +4.7% | +22.0% | -17.3% | +4.6% |
| 3M | +11.9% | -8.6% | +20.6% | +11.6% |
| 6M | +14.3% | +248.5% | -234.2% | +10.0% |
| YTD | +28.4% | +516.3% | -487.9% | +21.7% |
| 1Y | +42.3% | +2,036.6% | -1,994.3% | +30.4% |
| All | +79.2% | +2,366.2% | -2,287.0% | +58.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling