+40.0%
WPM vs TRU
+2.1%
+37.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +4.6% | +7.4% | +11.4% |
| 7D | +3.9% | +10.5% | -6.6% | +2.7% |
| 30D | -3.5% | +28.7% | -32.2% | -7.1% |
| 3M | +14.1% | +0.7% | +13.4% | +13.1% |
| 6M | +6.2% | +19.3% | -13.1% | +3.1% |
| YTD | +12.4% | -3.7% | +16.1% | +9.7% |
| 1Y | +40.0% | +3.4% | +36.5% | +33.6% |
| All | +40.0% | +2.1% | +37.9% | +33.6% |
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