-38.7%
TRMB vs WCC
+228.2%
-266.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.1% | -1.9% |
| 7D | -2.9% | +6.8% | -9.7% | -5.0% |
| 30D | -1.8% | -3.0% | +1.2% | -1.2% |
| 3M | +8.4% | +0.2% | +8.2% | +6.8% |
| 6M | -18.5% | +33.2% | -51.7% | -28.4% |
| YTD | -26.7% | +45.8% | -72.6% | -38.4% |
| 1Y | -28.3% | +68.4% | -96.7% | -43.1% |
| 3Y | +12.6% | +131.1% | -118.5% | -24.9% |
| 5Y | -38.7% | +225.6% | -264.3% | -67.8% |
| All | -38.7% | +228.2% | -266.9% | -67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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