+3,339.2%
TRMB vs WSM
+23,997.8%
-20,658.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.5% |
| 7D | -2.5% | -3.3% | +0.7% | -1.8% |
| 30D | +1.5% | -8.4% | +9.9% | +3.6% |
| 3M | +6.8% | +9.7% | -2.9% | +4.4% |
| 6M | -14.9% | +16.7% | -31.6% | -18.2% |
| YTD | -24.1% | +28.7% | -52.8% | -28.9% |
| 1Y | -25.4% | +13.7% | -39.0% | -28.1% |
| 3Y | +8.0% | +230.1% | -222.1% | -21.9% |
| 5Y | -37.3% | +179.0% | -216.3% | -53.7% |
| 10Y | +116.8% | +1,002.5% | -885.7% | +11.1% |
| All | +3,339.2% | +23,997.8% | -20,658.5% | +838.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling