+34.7%
WMB vs MULL
+2,529.3%
-2,494.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.4% | -6.3% | -0.9% |
| 7D | 0.0% | +14.8% | -14.8% | -0.1% |
| 30D | +4.6% | +36.6% | -32.0% | +4.3% |
| 3M | +5.7% | -8.9% | +14.6% | +5.7% |
| 6M | +4.2% | +311.9% | -307.7% | +1.9% |
| YTD | +26.8% | +579.8% | -553.0% | +22.8% |
| 1Y | +34.7% | +2,421.5% | -2,386.9% | +28.8% |
| All | +34.7% | +2,529.3% | -2,494.6% | +28.8% |
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 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