+36.3%
TRMB vs WST
+24.3%
+12.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.6% | -0.5% |
| 7D | +2.8% | +4.2% | -1.4% | +2.2% |
| 30D | -5.9% | +11.2% | -17.1% | -7.3% |
| 3M | -3.3% | +20.4% | -23.7% | -5.8% |
| 6M | +1.3% | +37.9% | -36.5% | -3.3% |
| YTD | -29.0% | +51.8% | -80.8% | -33.4% |
| 1Y | -27.8% | +56.6% | -84.4% | -32.5% |
| 3Y | +36.3% | +24.2% | +12.1% | +15.0% |
| All | +36.3% | +24.3% | +12.0% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 3y: compounded portfolio wealth divided by compounded WST 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…
3y analysis · Full analysis span regression · 6 months rolling