+523.1%
WM vs TRU
+243.5%
+279.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.7% |
| 7D | +1.2% | +5.7% | -4.5% | +0.1% |
| 30D | +13.1% | +29.2% | -16.2% | +7.3% |
| 3M | +3.6% | +2.7% | +1.0% | +2.7% |
| 6M | +8.1% | +15.2% | -7.1% | +4.4% |
| YTD | +8.9% | -4.9% | +13.8% | +8.5% |
| 1Y | +20.3% | +3.4% | +16.9% | +17.7% |
| 3Y | +46.2% | +63.2% | -17.0% | +23.3% |
| 5Y | +59.9% | -26.6% | +86.5% | +61.6% |
| 10Y | +345.6% | +172.8% | +172.8% | +244.0% |
| All | +523.1% | +243.5% | +279.6% | +372.5% |
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