+182.3%
WWD vs TRU
-35.6%
+217.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.1% |
| 7D | -2.6% | -2.7% | +0.1% | -1.9% |
| 30D | -6.9% | -2.0% | -4.9% | -6.7% |
| 3M | -13.0% | +18.4% | -31.5% | -17.6% |
| 6M | -12.5% | +8.9% | -21.3% | -15.4% |
| YTD | +11.8% | -8.9% | +20.8% | +12.5% |
| 1Y | +41.1% | -15.9% | +56.9% | +44.9% |
| 3Y | +163.1% | -1.1% | +164.1% | +148.9% |
| All | +182.3% | -35.6% | +217.9% | +208.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling