+41.5%
WMB vs MULL
+2,481.0%
-2,439.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.0% | +5.3% | +2.4% |
| 7D | +0.8% | +14.0% | -13.2% | +0.3% |
| 30D | +7.7% | +24.8% | -17.1% | +6.7% |
| 3M | +6.7% | -16.1% | +22.8% | +5.7% |
| 6M | +3.6% | +330.9% | -327.3% | -7.7% |
| YTD | +28.0% | +545.0% | -517.0% | +9.7% |
| 1Y | +37.6% | +2,427.1% | -2,389.5% | +3.3% |
| All | +41.5% | +2,481.0% | -2,439.5% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling