-31.0%
TRMB vs WSM
+44.0%
-75.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +6.5% | -23.8% | -19.0% |
| 7D | -15.7% | +8.0% | -23.7% | -17.9% |
| 30D | -7.8% | +13.5% | -21.2% | -11.8% |
| 3M | -9.3% | +8.8% | -18.1% | -12.1% |
| 6M | -20.8% | +54.7% | -75.5% | -32.0% |
| YTD | -30.8% | +53.3% | -84.0% | -41.1% |
| 1Y | -31.0% | +41.1% | -72.1% | -38.9% |
| All | -31.0% | +44.0% | -75.0% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling