-31.0%
TRMB vs WING
-23.2%
-7.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +3.7% | -21.1% | -17.6% |
| 7D | -15.7% | +21.0% | -36.7% | -17.3% |
| 30D | -7.8% | +56.9% | -64.6% | -11.9% |
| 3M | -9.3% | +38.4% | -47.7% | -12.6% |
| 6M | -20.8% | +12.0% | -32.8% | -22.0% |
| YTD | -30.8% | -29.2% | -1.5% | -29.3% |
| 1Y | -31.0% | -28.8% | -2.2% | -30.4% |
| All | -31.0% | -23.2% | -7.8% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 1y: compounded portfolio wealth divided by compounded WING 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…
1y analysis · Full analysis span regression · 6 months rolling