-33.4%
TRMB vs WU
-12.6%
-20.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.5% | -7.6% | -2.3% |
| 7D | -17.9% | +13.0% | -30.9% | -20.1% |
| 30D | -12.0% | +14.3% | -26.3% | -14.6% |
| 3M | -8.4% | +0.1% | -8.6% | -8.2% |
| 6M | -21.5% | -17.7% | -3.8% | -17.8% |
| YTD | -31.5% | -17.3% | -14.2% | -28.3% |
| 1Y | -33.4% | -11.1% | -22.4% | -30.4% |
| All | -33.4% | -12.6% | -20.8% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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