-35.9%
TRMB vs WU
-41.3%
+5.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.0% | -0.3% |
| 7D | -16.6% | +11.0% | -27.6% | -20.1% |
| 30D | -8.9% | +13.4% | -22.3% | -13.4% |
| 3M | -6.3% | +2.2% | -8.5% | -7.7% |
| 6M | -10.0% | -18.2% | +8.2% | -4.4% |
| YTD | -30.1% | -18.3% | -11.8% | -26.0% |
| 1Y | -31.3% | -12.2% | -19.1% | -29.5% |
| 3Y | +30.8% | -20.8% | +51.6% | +36.0% |
| 5Y | -35.9% | -42.6% | +6.6% | -26.1% |
| All | -35.9% | -41.3% | +5.4% | -26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling