-1.1%
TRU vs WU
-28.7%
+27.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.7% |
| 7D | -2.7% | -3.5% | +0.8% | -1.3% |
| 30D | -2.0% | -2.9% | +0.9% | -0.9% |
| 3M | +18.4% | -2.3% | +20.7% | +18.0% |
| 6M | +8.9% | -25.4% | +34.2% | +22.0% |
| YTD | -8.9% | -21.2% | +12.3% | -0.7% |
| 1Y | -15.9% | -8.9% | -7.0% | -15.3% |
| 3Y | -1.1% | -29.0% | +27.9% | +6.5% |
| All | -1.1% | -28.7% | +27.7% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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