+563.7%
WWD vs TRU
+238.0%
+325.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.9% | +7.0% | +3.5% |
| 7D | +1.3% | -6.8% | +8.0% | +4.1% |
| 30D | -7.2% | 0.0% | -7.2% | -7.6% |
| 3M | -3.8% | +13.3% | -17.1% | -10.1% |
| 6M | -9.9% | +3.4% | -13.3% | -13.0% |
| YTD | +14.8% | -6.4% | +21.2% | +13.8% |
| 1Y | +42.1% | -9.7% | +51.8% | +41.8% |
| 3Y | +170.8% | +0.1% | +170.6% | +137.8% |
| 5Y | +197.5% | -34.0% | +231.5% | +222.3% |
| 10Y | +477.8% | +147.9% | +329.9% | +254.6% |
| All | +563.7% | +238.0% | +325.7% | +274.5% |
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 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