-19.6%
TRMB vs WETO
-99.4%
+79.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.1% | -8.0% | -0.9% |
| 7D | -5.4% | -19.9% | +14.5% | -5.5% |
| 30D | -2.0% | -42.7% | +40.7% | -1.7% |
| 3M | +12.3% | -97.7% | +110.0% | +15.2% |
| 6M | -17.6% | -94.4% | +76.8% | -16.6% |
| YTD | -27.5% | -97.0% | +69.5% | -26.8% |
| 1Y | -29.1% | -98.9% | +69.8% | -28.8% |
| All | -19.6% | -99.4% | +79.8% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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