+61.9%
WM vs TRU
-26.5%
+88.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +3.2% | 0.0% | +3.2% | +3.2% |
| 30D | +13.0% | +21.3% | -8.3% | +10.2% |
| 3M | +9.2% | +0.2% | +9.0% | +8.9% |
| 6M | +13.6% | +22.4% | -8.7% | +10.4% |
| YTD | +12.4% | -4.8% | +17.2% | +12.1% |
| 1Y | +21.2% | -0.2% | +21.4% | +20.1% |
| 3Y | +48.7% | +57.9% | -9.2% | +34.6% |
| All | +61.9% | -26.5% | +88.3% | +75.3% |
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