+4,353.8%
WAB vs TRMB
+1,050.1%
+3,303.7%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | -0.1% | -0.9% |
| 7D | +7.9% | +4.1% | +3.8% | +6.8% |
| 30D | +4.9% | -7.0% | +11.9% | +6.1% |
| 3M | +1.8% | -0.9% | +2.7% | +1.2% |
| 6M | +12.0% | -1.2% | +13.2% | +10.9% |
| YTD | +41.3% | -28.7% | +70.0% | +51.2% |
| 1Y | +43.8% | -32.1% | +75.9% | +55.7% |
| 3Y | +171.1% | +33.4% | +137.7% | +146.3% |
| 5Y | +217.7% | -35.6% | +253.3% | +240.1% |
| 10Y | +272.3% | +103.8% | +168.6% | +200.7% |
| All | +4,353.8% | +1,050.1% | +3,303.7% | +2,227.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling