+23.7%
WMB vs MULL
+444.9%
-421.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -13.8% | +7.4% | -6.2% |
| 7D | -8.6% | -35.9% | +27.3% | -8.3% |
| 30D | -4.2% | -47.3% | +43.2% | -3.8% |
| 3M | -4.4% | -30.6% | +26.2% | -4.3% |
| 6M | -8.7% | +13.7% | -22.4% | -8.7% |
| YTD | +15.4% | +272.1% | -256.7% | +13.2% |
| 1Y | +23.7% | +475.1% | -451.3% | +19.3% |
| All | +23.7% | +444.9% | -421.1% | +19.3% |
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 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