+113.6%
TRMB vs WWD
+490.2%
-376.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.3% |
| 7D | -5.4% | -2.9% | -2.6% | -4.2% |
| 30D | -2.0% | -6.6% | +4.6% | +0.7% |
| 3M | +12.3% | -9.3% | +21.6% | +15.7% |
| 6M | -17.6% | -13.6% | -4.0% | -14.2% |
| YTD | -27.5% | +10.4% | -37.8% | -33.4% |
| 1Y | -29.1% | +39.9% | -69.0% | -42.2% |
| 3Y | +11.5% | +165.0% | -153.5% | -34.8% |
| 5Y | -39.5% | +183.8% | -223.2% | -66.6% |
| All | +113.6% | +490.2% | -376.6% | -24.6% |
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