+138.2%
TRMB vs WING
+719.8%
-581.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.4% | -7.3% | -0.8% |
| 7D | -17.0% | +8.6% | -25.5% | -18.7% |
| 30D | -9.0% | +44.8% | -53.8% | -16.9% |
| 3M | -8.1% | +51.9% | -60.1% | -17.8% |
| 6M | -10.1% | +37.2% | -47.3% | -18.5% |
| YTD | -30.2% | -25.3% | -4.9% | -28.3% |
| 1Y | -30.7% | -25.1% | -5.6% | -29.0% |
| 3Y | +32.6% | -12.9% | +45.5% | +21.0% |
| 5Y | -38.1% | +12.0% | -50.2% | -50.3% |
| 10Y | +98.9% | +716.5% | -617.6% | -6.0% |
| All | +138.2% | +719.8% | -581.7% | +10.8% |
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 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