+113.6%
TRMB vs WCN
+235.2%
-121.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.3% |
| 7D | -5.4% | -4.4% | -1.0% | -2.7% |
| 30D | -2.0% | -4.4% | +2.5% | +1.0% |
| 3M | +12.3% | +0.5% | +11.9% | +11.9% |
| 6M | -17.6% | -3.3% | -14.3% | -16.6% |
| YTD | -27.5% | -8.5% | -19.0% | -24.2% |
| 1Y | -29.1% | -8.9% | -20.2% | -26.0% |
| 3Y | +11.5% | +18.0% | -6.6% | -5.6% |
| 5Y | -39.5% | +25.0% | -64.5% | -51.5% |
| All | +113.6% | +235.2% | -121.6% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling