+1,149.5%
TRV vs WU
-21.6%
+1,171.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.1% |
| 7D | +0.5% | -0.8% | +1.3% | +0.8% |
| 30D | -4.9% | -1.1% | -3.7% | -4.6% |
| 3M | +23.7% | -1.8% | +25.6% | +23.0% |
| 6M | +20.3% | -23.9% | +44.2% | +30.8% |
| YTD | +27.1% | -20.4% | +47.5% | +35.5% |
| 1Y | +35.3% | -10.6% | +45.9% | +37.0% |
| 3Y | +139.8% | -27.7% | +167.6% | +156.7% |
| 5Y | +153.9% | -51.1% | +205.0% | +207.3% |
| 10Y | +285.9% | -40.7% | +326.6% | +320.9% |
| All | +1,149.5% | -21.6% | +1,171.1% | +1,012.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling