+116.7%
TRMB vs WU
-39.1%
+155.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.9% | +1.2% |
| 7D | -3.0% | -3.5% | +0.4% | -1.6% |
| 30D | +2.3% | -2.9% | +5.3% | +3.5% |
| 3M | +15.3% | -2.3% | +17.6% | +14.5% |
| 6M | -14.7% | -25.4% | +10.7% | -5.3% |
| YTD | -26.4% | -21.2% | -5.2% | -20.2% |
| 1Y | -30.4% | -8.9% | -21.5% | -29.9% |
| 3Y | +13.5% | -29.0% | +42.5% | +24.7% |
| 5Y | -38.6% | -50.7% | +12.2% | -22.7% |
| All | +116.7% | -39.1% | +155.8% | +133.8% |
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