+3,810.4%
TRMB vs WWD
+15,408.5%
-11,598.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.4% |
| 7D | -2.5% | +1.3% | -3.8% | -3.0% |
| 30D | +1.5% | -7.2% | +8.7% | +4.1% |
| 3M | +6.8% | -3.8% | +10.6% | +7.2% |
| 6M | -14.9% | -9.9% | -5.0% | -13.2% |
| YTD | -24.1% | +14.8% | -38.9% | -30.0% |
| 1Y | -25.4% | +42.1% | -67.5% | -36.8% |
| 3Y | +8.0% | +170.8% | -162.8% | -29.5% |
| 5Y | -37.3% | +197.5% | -234.8% | -61.0% |
| 10Y | +116.8% | +477.8% | -361.0% | +0.3% |
| All | +3,810.4% | +15,408.5% | -11,598.2% | +990.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling