+302.9%
WM vs TRU
+138.6%
+164.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | 0.0% |
| 7D | -0.9% | -7.2% | +6.3% | +0.6% |
| 30D | -4.3% | -2.8% | -1.5% | -3.9% |
| 3M | +0.8% | +13.0% | -12.3% | -2.0% |
| 6M | -10.8% | +0.7% | -11.4% | -11.5% |
| YTD | -0.1% | -9.0% | +8.9% | +0.7% |
| 1Y | +1.0% | -16.3% | +17.3% | +3.3% |
| 3Y | +45.1% | -1.1% | +46.2% | +37.3% |
| 5Y | +52.1% | -36.0% | +88.1% | +61.5% |
| 10Y | +302.9% | +139.9% | +163.1% | +224.0% |
| All | +302.9% | +138.6% | +164.3% | +224.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling