+755.9%
WDC vs TRU
+238.0%
+518.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -5.9% | +11.8% | +8.5% |
| 7D | +1.7% | -6.8% | +8.5% | +4.7% |
| 30D | -10.0% | 0.0% | -10.0% | -10.6% |
| 3M | -18.8% | +13.3% | -32.1% | -26.5% |
| 6M | +79.0% | +3.4% | +75.6% | +67.4% |
| YTD | +171.6% | -6.4% | +177.9% | +160.4% |
| 1Y | +417.4% | -9.7% | +427.1% | +398.0% |
| 3Y | +1,251.8% | +0.1% | +1,251.6% | +1,041.8% |
| 5Y | +911.7% | -34.0% | +945.7% | +986.3% |
| 10Y | +1,399.6% | +147.9% | +1,251.8% | +621.1% |
| All | +755.9% | +238.0% | +518.0% | +263.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling