+285.9%
TRV vs WM
+305.2%
-19.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | +0.5% | -0.9% | +1.4% | +1.1% |
| 30D | -4.9% | -4.3% | -0.5% | -2.2% |
| 3M | +23.7% | +0.8% | +23.0% | +22.8% |
| 6M | +20.3% | -10.8% | +31.1% | +28.4% |
| YTD | +27.1% | -0.1% | +27.1% | +25.9% |
| 1Y | +35.3% | +1.0% | +34.3% | +32.8% |
| 3Y | +139.8% | +45.1% | +94.7% | +81.6% |
| 5Y | +153.9% | +52.1% | +101.7% | +80.8% |
| 10Y | +285.9% | +302.9% | -17.1% | +55.9% |
| All | +285.9% | +305.2% | -19.4% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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