+86.5%
WELL vs MULL
+1,230.7%
-1,144.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.2% | +5.0% | -0.2% |
| 7D | +0.1% | +24.5% | -24.4% | +0.2% |
| 30D | +5.7% | -35.5% | +41.2% | +5.6% |
| 3M | +4.6% | -44.8% | +49.4% | +4.5% |
| 6M | +11.9% | -45.5% | +57.3% | +10.6% |
| YTD | +33.6% | +232.5% | -198.9% | +26.5% |
| 1Y | +29.8% | +343.3% | -313.5% | +22.0% |
| All | +86.5% | +1,230.7% | -1,144.2% | +64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling