+325.0%
WM vs TRU
+177.4%
+147.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.2% | -0.3% |
| 7D | -0.5% | +4.9% | -5.4% | -1.5% |
| 30D | +13.3% | +26.9% | -13.6% | +7.8% |
| 3M | +4.4% | +4.0% | +0.4% | +3.2% |
| 6M | +10.8% | +15.8% | -5.0% | +6.8% |
| YTD | +9.1% | -2.6% | +11.7% | +8.1% |
| 1Y | +19.1% | +3.9% | +15.3% | +16.4% |
| 3Y | +45.7% | +59.2% | -13.5% | +22.7% |
| 5Y | +60.4% | -25.7% | +86.1% | +63.4% |
| All | +325.0% | +177.4% | +147.6% | +235.5% |
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