+48.5%
WAB vs TRMB
-29.0%
+77.5%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | -0.2% | -5.4% | +5.2% | +0.7% |
| 30D | -5.9% | -2.0% | -3.9% | -5.6% |
| 3M | +9.4% | +12.3% | -3.0% | +6.5% |
| 6M | +13.8% | -17.6% | +31.5% | +19.3% |
| YTD | +31.8% | -27.5% | +59.2% | +45.2% |
| 1Y | +48.5% | -29.1% | +77.6% | +65.0% |
| All | +48.5% | -29.0% | +77.5% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 1y: compounded portfolio wealth divided by compounded TRMB 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…
1y analysis · Full analysis span regression · 6 months rolling