+30.5%
WELL vs MULL
+338.1%
-307.7%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +24.0% | -24.1% | +0.3% |
| 7D | +0.1% | -2.5% | +2.6% | +0.2% |
| 30D | +7.8% | -40.1% | +47.9% | +7.2% |
| 3M | +10.2% | -28.2% | +38.4% | +9.9% |
| 6M | +16.4% | -39.6% | +55.9% | +14.9% |
| YTD | +35.2% | +262.6% | -227.5% | +30.8% |
| 1Y | +30.5% | +366.2% | -335.7% | +27.4% |
| All | +30.5% | +338.1% | -307.7% | +27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling