+26.8%
WMB vs MULL
+1,070.1%
-1,043.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +1.6% |
| 7D | -6.9% | -32.2% | +25.3% | -5.8% |
| 30D | -7.2% | -55.4% | +48.2% | -5.0% |
| 3M | -5.4% | -41.3% | +35.8% | -4.4% |
| 6M | -4.9% | -44.9% | +40.0% | -6.1% |
| YTD | +14.7% | +192.4% | -177.7% | +0.4% |
| 1Y | +14.7% | +239.4% | -224.7% | -1.4% |
| All | +26.8% | +1,070.1% | -1,043.3% | -9.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling