+145.7%
TRU vs WCC
+541.6%
-396.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.8% | -0.2% |
| 7D | -2.7% | +1.5% | -4.3% | -3.3% |
| 30D | -2.0% | -2.1% | +0.1% | -1.9% |
| 3M | +18.4% | +3.8% | +14.6% | +14.8% |
| 6M | +8.9% | +35.0% | -26.1% | -4.8% |
| YTD | -8.9% | +46.4% | -55.3% | -23.2% |
| 1Y | -15.9% | +63.0% | -78.9% | -32.2% |
| 3Y | -1.1% | +133.9% | -135.0% | -33.0% |
| 5Y | -35.2% | +226.5% | -261.7% | -62.4% |
| All | +145.7% | +541.6% | -396.0% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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