+145.7%
TRU vs WSM
+1,071.8%
-926.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.6% |
| 7D | -2.7% | -0.5% | -2.2% | -2.6% |
| 30D | -2.0% | -7.7% | +5.7% | +0.2% |
| 3M | +18.4% | +3.8% | +14.7% | +17.0% |
| 6M | +8.9% | +22.7% | -13.8% | +2.1% |
| YTD | -8.9% | +28.0% | -36.9% | -15.9% |
| 1Y | -15.9% | +12.7% | -28.6% | -19.7% |
| 3Y | -1.1% | +231.3% | -232.4% | -33.3% |
| 5Y | -35.2% | +177.2% | -212.4% | -55.8% |
| All | +145.7% | +1,071.8% | -926.1% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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