+19.5%
WMB vs MULL
+322.2%
-302.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.2% | +4.7% | -0.4% |
| 7D | +7.8% | +24.5% | -16.7% | +7.4% |
| 30D | -5.1% | -35.5% | +30.4% | -4.9% |
| 3M | -4.7% | -44.8% | +40.1% | -4.6% |
| 6M | -7.4% | -45.5% | +38.1% | -6.7% |
| YTD | +17.5% | +232.5% | -215.1% | +17.3% |
| 1Y | +19.5% | +343.3% | -323.8% | +19.5% |
| All | +19.5% | +322.2% | -302.7% | +19.5% |
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