+417.4%
WDC vs TRU
-7.3%
+424.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -5.9% | +11.8% | +3.5% |
| 7D | +1.7% | -6.8% | +8.5% | -0.8% |
| 30D | -10.0% | 0.0% | -10.0% | -9.6% |
| 3M | -18.8% | +13.3% | -32.1% | -14.4% |
| 6M | +79.0% | +3.4% | +75.6% | +85.0% |
| YTD | +171.6% | -6.4% | +177.9% | +177.0% |
| 1Y | +417.4% | -9.7% | +427.1% | +431.6% |
| All | +417.4% | -7.3% | +424.7% | +431.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling