+86.8%
WELL vs MULL
+1,303.2%
-1,216.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -1.0% |
| 7D | +0.1% | +43.3% | -43.1% | +0.2% |
| 30D | +6.8% | -37.4% | +44.2% | +6.7% |
| 3M | +6.7% | -36.8% | +43.6% | +6.6% |
| 6M | +13.8% | -36.9% | +50.7% | +12.3% |
| YTD | +33.8% | +250.7% | -216.8% | +26.8% |
| 1Y | +29.6% | +337.6% | -308.0% | +22.1% |
| All | +86.8% | +1,303.2% | -1,216.3% | +65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling