+222.9%
WAB vs TRMB
-39.0%
+261.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.5% |
| 7D | +0.2% | -2.9% | +3.1% | +1.4% |
| 30D | -4.6% | -1.8% | -2.8% | -4.1% |
| 3M | +5.6% | +8.4% | -2.8% | +1.6% |
| 6M | +13.8% | -18.5% | +32.3% | +22.3% |
| YTD | +31.9% | -26.7% | +58.6% | +47.4% |
| 1Y | +48.3% | -28.3% | +76.6% | +67.0% |
| 3Y | +167.1% | +12.6% | +154.5% | +143.1% |
| 5Y | +222.9% | -38.7% | +261.6% | +268.8% |
| All | +222.9% | -39.0% | +261.9% | +268.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling