-0.2%
WY vs TRU
+2.1%
-2.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.6% | +1.1% | +4.6% |
| 7D | +13.3% | +10.5% | +2.8% | +10.9% |
| 30D | +17.6% | +28.7% | -11.1% | +11.7% |
| 3M | -15.0% | +0.7% | -15.7% | -15.8% |
| 6M | -5.9% | +19.3% | -25.2% | -9.3% |
| YTD | -5.7% | -3.7% | -2.0% | -4.3% |
| 1Y | -0.2% | +3.4% | -3.6% | -2.6% |
| All | -0.2% | +2.1% | -2.3% | -2.6% |
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