+3,339.2%
TRMB vs WST
+13,770.3%
-10,431.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | -2.5% | +0.7% | -3.3% | -2.8% |
| 30D | +1.5% | -3.1% | +4.7% | +2.7% |
| 3M | +6.8% | +7.2% | -0.4% | +3.5% |
| 6M | -14.9% | +36.8% | -51.8% | -25.6% |
| YTD | -24.1% | +23.8% | -47.9% | -31.1% |
| 1Y | -25.4% | +37.8% | -63.2% | -35.4% |
| 3Y | +8.0% | -15.9% | +23.9% | +2.3% |
| 5Y | -37.3% | -25.8% | -11.5% | -38.9% |
| 10Y | +116.8% | +319.6% | -202.8% | -2.4% |
| All | +3,339.2% | +13,770.3% | -10,431.1% | +499.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling