+410.7%
TRMB vs WU
-19.6%
+430.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -0.6% |
| 7D | -2.5% | -0.8% | -1.7% | -2.2% |
| 30D | +1.5% | -1.1% | +2.6% | +1.9% |
| 3M | +6.8% | -3.9% | +10.6% | +6.8% |
| 6M | -14.9% | -20.7% | +5.7% | -7.0% |
| YTD | -24.1% | -18.4% | -5.7% | -18.3% |
| 1Y | -25.4% | -8.1% | -17.3% | -25.1% |
| 3Y | +8.0% | -24.2% | +32.2% | +15.9% |
| 5Y | -37.3% | -50.4% | +13.1% | -19.1% |
| 10Y | +116.8% | -40.0% | +156.8% | +141.1% |
| All | +410.7% | -19.6% | +430.3% | +297.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling