+32.6%
TRMB vs WING
-13.5%
+46.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.4% | -7.3% | 0.0% |
| 7D | -17.0% | +8.6% | -25.5% | -17.9% |
| 30D | -9.0% | +44.8% | -53.8% | -13.5% |
| 3M | -8.1% | +51.9% | -60.1% | -13.6% |
| 6M | -10.1% | +37.2% | -47.3% | -14.6% |
| YTD | -30.2% | -25.3% | -4.9% | -28.6% |
| 1Y | -30.7% | -25.1% | -5.6% | -29.2% |
| 3Y | +32.6% | -12.9% | +45.5% | +17.8% |
| All | +32.6% | -13.5% | +46.1% | +17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling