+1,645.6%
TRMB vs WCN
+8,080.5%
-6,435.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | +2.8% | +2.6% | +0.2% | +2.0% |
| 30D | -5.9% | +23.9% | -29.8% | -12.4% |
| 3M | -3.3% | +17.4% | -20.7% | -8.5% |
| 6M | +1.3% | +28.0% | -26.7% | -6.8% |
| YTD | -29.0% | +11.6% | -40.5% | -32.1% |
| 1Y | -27.8% | +16.9% | -44.6% | -32.0% |
| 3Y | +36.3% | +51.6% | -15.3% | +17.7% |
| 5Y | -35.8% | +48.0% | -83.8% | -44.1% |
| 10Y | +103.1% | +322.6% | -219.5% | +32.6% |
| All | +1,645.6% | +8,080.5% | -6,435.0% | +597.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling