+904.5%
WPM vs TRU
+228.6%
+676.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +0.5% |
| 7D | +7.0% | -7.2% | +14.2% | +8.2% |
| 30D | +15.7% | -2.8% | +18.6% | +16.2% |
| 3M | +35.2% | +13.0% | +22.2% | +32.2% |
| 6M | +6.1% | +0.7% | +5.4% | +5.4% |
| YTD | +32.6% | -9.0% | +41.6% | +33.2% |
| 1Y | +46.9% | -16.3% | +63.2% | +49.2% |
| 3Y | +276.3% | -1.1% | +277.4% | +260.4% |
| 5Y | +260.0% | -36.0% | +296.0% | +262.4% |
| 10Y | +508.5% | +139.9% | +368.6% | +374.7% |
| All | +904.5% | +228.6% | +676.0% | +639.9% |
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