-24.3%
WY vs TRU
-1.3%
-23.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.1% |
| 7D | -4.2% | -2.7% | -1.4% | -3.5% |
| 30D | -10.1% | -2.0% | -8.0% | -9.7% |
| 3M | -8.5% | +18.4% | -26.9% | -12.6% |
| 6M | -3.3% | +8.9% | -12.2% | -6.1% |
| YTD | -4.4% | -8.9% | +4.5% | -3.2% |
| 1Y | -11.5% | -15.9% | +4.4% | -8.7% |
| 3Y | -24.3% | -1.1% | -23.2% | -25.7% |
| All | -24.3% | -1.3% | -23.0% | -25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling