+95.4%
TRMB vs WWD
+439.4%
-344.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +2.8% | +4.0% | -1.1% | +1.1% |
| 30D | -5.9% | +0.4% | -6.3% | -6.3% |
| 3M | -3.3% | -7.9% | +4.6% | -0.5% |
| 6M | +1.3% | -10.6% | +12.0% | +4.3% |
| YTD | -29.0% | +9.4% | -38.4% | -34.8% |
| 1Y | -27.8% | +25.7% | -53.5% | -38.2% |
| 3Y | +36.3% | +148.5% | -112.2% | -17.7% |
| 5Y | -35.8% | +189.5% | -225.3% | -64.8% |
| All | +95.4% | +439.4% | -344.0% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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