+475.0%
WM vs TRU
+238.0%
+237.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.9% | +4.7% | -0.1% |
| 7D | -0.3% | -6.8% | +6.5% | +1.0% |
| 30D | -2.4% | 0.0% | -2.4% | -2.5% |
| 3M | +0.4% | +13.3% | -12.9% | -2.3% |
| 6M | -9.5% | +3.4% | -12.9% | -10.7% |
| YTD | +0.5% | -6.4% | +6.9% | +0.7% |
| 1Y | -1.1% | -9.7% | +8.6% | -0.5% |
| 3Y | +46.0% | +0.1% | +45.9% | +38.2% |
| 5Y | +51.8% | -34.0% | +85.9% | +58.4% |
| 10Y | +307.5% | +147.9% | +159.6% | +220.2% |
| All | +475.0% | +238.0% | +237.0% | +338.5% |
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 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