+5.3%
WMT vs TRU
-13.7%
+18.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.4% | +1.4% |
| 7D | 0.0% | -2.7% | +2.7% | -0.1% |
| 30D | -7.4% | -2.0% | -5.4% | -7.5% |
| 3M | -10.9% | +18.4% | -29.3% | -9.7% |
| 6M | -12.7% | +8.9% | -21.5% | -12.0% |
| YTD | -3.2% | -8.9% | +5.7% | -3.2% |
| 1Y | +5.3% | -15.9% | +21.1% | +5.4% |
| All | +5.3% | -13.7% | +18.9% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling