-39.5%
TRMB vs WSM
+171.2%
-210.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.4% |
| 7D | -5.4% | +0.4% | -5.9% | -5.6% |
| 30D | -2.0% | -10.7% | +8.7% | +1.9% |
| 3M | +12.3% | +8.5% | +3.9% | +9.2% |
| 6M | -17.6% | +19.6% | -37.2% | -22.9% |
| YTD | -27.5% | +26.6% | -54.1% | -33.6% |
| 1Y | -29.1% | +12.0% | -41.0% | -32.6% |
| 3Y | +11.5% | +226.6% | -215.2% | -35.3% |
| 5Y | -39.5% | +174.1% | -213.6% | -64.9% |
| All | -39.5% | +171.2% | -210.6% | -64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling