+59.7%
WM vs TRU
-26.8%
+86.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.8% |
| 7D | +1.2% | +5.7% | -4.5% | +0.4% |
| 30D | +13.1% | +29.2% | -16.2% | +9.4% |
| 3M | +3.6% | +2.7% | +1.0% | +3.0% |
| 6M | +8.1% | +15.2% | -7.1% | +5.7% |
| YTD | +8.9% | -4.9% | +13.8% | +8.6% |
| 1Y | +20.3% | +3.4% | +16.9% | +18.7% |
| 3Y | +46.2% | +63.2% | -17.0% | +31.7% |
| All | +59.7% | -26.8% | +86.5% | +72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling