-2.0%
TRU vs WCC
+121.8%
-123.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.8% |
| 7D | -9.4% | +1.7% | -11.0% | -9.9% |
| 30D | -4.1% | -6.1% | +1.9% | -2.8% |
| 3M | +13.6% | +3.1% | +10.5% | +10.6% |
| 6M | +3.6% | +28.2% | -24.7% | -7.9% |
| YTD | -9.8% | +41.1% | -50.9% | -23.4% |
| 1Y | -13.6% | +61.3% | -74.9% | -31.0% |
| All | -2.0% | +121.8% | -123.9% | -39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling