+216.0%
TRU vs WCN
+448.3%
-232.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | 0.0% |
| 7D | -6.5% | -1.7% | -4.8% | -5.3% |
| 30D | -2.5% | -3.0% | +0.5% | -0.4% |
| 3M | +10.4% | +2.5% | +7.8% | +8.7% |
| 6M | +1.6% | -5.7% | +7.3% | +5.1% |
| YTD | -9.7% | -7.4% | -2.2% | -5.7% |
| 1Y | -17.3% | -8.6% | -8.6% | -12.9% |
| 3Y | -1.8% | +19.4% | -21.2% | -14.9% |
| 5Y | -36.2% | +27.2% | -63.4% | -47.5% |
| 10Y | +143.2% | +238.5% | -95.3% | +19.5% |
| All | +216.0% | +448.3% | -232.3% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 all: compounded portfolio wealth divided by compounded WCN 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…
all analysis · Full analysis span regression · 6 months rolling