+95.4%
TRMB vs WU
-38.9%
+134.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.9% |
| 7D | +2.8% | -2.0% | +4.9% | +3.6% |
| 30D | -5.9% | +11.4% | -17.3% | -10.5% |
| 3M | -3.3% | -6.8% | +3.5% | -1.4% |
| 6M | +1.3% | -14.6% | +16.0% | +5.6% |
| YTD | -29.0% | -20.6% | -8.3% | -23.9% |
| 1Y | -27.8% | -15.4% | -12.4% | -24.9% |
| 3Y | +36.3% | -23.6% | +59.9% | +44.2% |
| 5Y | -35.8% | -43.4% | +7.6% | -24.3% |
| All | +95.4% | -38.9% | +134.3% | +103.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling