-37.4%
TRMB vs WING
-35.4%
-2.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -0.3% | -0.1% | -0.1% | -0.3% |
| 30D | -1.2% | -6.0% | +4.8% | -0.2% |
| 3M | +9.6% | -23.5% | +33.1% | +14.9% |
| 6M | -16.1% | -52.0% | +35.9% | -3.5% |
| YTD | -25.0% | -53.8% | +28.8% | -14.0% |
| 1Y | -27.7% | -63.8% | +36.1% | -12.8% |
| 3Y | +15.3% | -30.8% | +46.1% | +5.1% |
| 5Y | -37.4% | -34.3% | -3.1% | -45.7% |
| All | -37.4% | -35.4% | -2.0% | -45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling