+159.0%
TRMB vs WING
+405.9%
-246.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -0.8% |
| 7D | -2.5% | -3.9% | +1.3% | -1.7% |
| 30D | +1.5% | -11.6% | +13.1% | +4.1% |
| 3M | +6.8% | -24.2% | +31.0% | +12.7% |
| 6M | -14.9% | -54.1% | +39.1% | +0.2% |
| YTD | -24.1% | -53.9% | +29.8% | -11.9% |
| 1Y | -25.4% | -64.4% | +39.0% | -8.4% |
| 3Y | +8.0% | -30.2% | +38.2% | +2.7% |
| 5Y | -37.3% | -34.1% | -3.2% | -42.6% |
| 10Y | +116.8% | +342.1% | -225.3% | +18.8% |
| All | +159.0% | +405.9% | -246.8% | +36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling