+10.7%
WM vs MULL
+879.3%
-868.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -34.2% | +35.4% | 0.0% |
| 7D | +4.5% | -53.1% | +57.6% | +2.2% |
| 30D | +16.1% | -64.1% | +80.2% | +12.8% |
| 3M | +8.0% | -54.6% | +62.6% | +6.0% |
| 6M | +8.4% | -38.7% | +47.1% | +8.0% |
| YTD | +11.2% | +144.7% | -133.5% | +11.6% |
| 1Y | +22.3% | +220.3% | -197.9% | +22.9% |
| All | +10.7% | +879.3% | -868.6% | +6.3% |
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