-2.7%
TRMB vs WING
+30.0%
-32.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.7% | +4.8% | +3.2% |
| 7D | +4.1% | -0.5% | +4.6% | +4.1% |
| 30D | -5.1% | +32.3% | -37.4% | -7.2% |
| 3M | -2.6% | +50.2% | -52.7% | -5.4% |
| 6M | -2.7% | +31.7% | -34.3% | -4.2% |
| All | -2.7% | +30.0% | -32.6% | -4.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling