+532.3%
WWD vs TRU
+243.6%
+288.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | +4.0% | 0.0% | +3.9% | +4.0% |
| 30D | +0.4% | +21.3% | -20.9% | -8.0% |
| 3M | -7.9% | +0.2% | -8.2% | -9.4% |
| 6M | -10.6% | +22.4% | -33.0% | -20.3% |
| YTD | +9.4% | -4.8% | +14.2% | +6.5% |
| 1Y | +25.7% | -0.2% | +25.9% | +19.7% |
| 3Y | +148.5% | +57.9% | +90.6% | +73.9% |
| 5Y | +189.5% | -26.1% | +215.6% | +191.1% |
| 10Y | +451.8% | +184.8% | +266.9% | +218.6% |
| All | +532.3% | +243.6% | +288.7% | +250.4% |
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 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