+106.1%
TRMB vs WWD
+468.3%
-362.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.3% | +1.8% | +2.6% |
| 7D | +4.1% | +3.7% | +0.4% | +2.3% |
| 30D | -5.1% | +1.8% | -6.9% | -6.1% |
| 3M | -2.6% | -5.0% | +2.4% | -1.1% |
| 6M | -2.7% | -8.4% | +5.7% | -0.9% |
| YTD | -27.9% | +12.3% | -40.2% | -34.5% |
| 1Y | -29.0% | +26.2% | -55.3% | -39.3% |
| 3Y | +35.0% | +154.6% | -119.6% | -19.4% |
| 5Y | -33.9% | +195.3% | -229.2% | -64.1% |
| 10Y | +106.1% | +466.3% | -360.2% | -23.6% |
| All | +106.1% | +468.3% | -362.2% | -23.6% |
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