+30.8%
TRMB vs WWD
+155.8%
-125.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | -16.6% | +0.4% | -17.0% | -16.6% |
| 30D | -8.9% | -0.4% | -8.5% | -8.9% |
| 3M | -6.3% | -6.1% | -0.2% | -5.0% |
| 6M | -10.0% | -9.5% | -0.4% | -8.6% |
| YTD | -30.1% | +10.8% | -40.9% | -35.6% |
| 1Y | -31.3% | +23.5% | -54.8% | -39.8% |
| 3Y | +30.8% | +151.3% | -120.4% | -10.8% |
| All | +30.8% | +155.8% | -125.0% | -10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling