+4,092.2%
WAB vs TRMB
+1,125.1%
+2,967.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.8% | +1.0% |
| 7D | -3.2% | -2.5% | -0.7% | -2.6% |
| 30D | -4.4% | +1.5% | -6.0% | -4.9% |
| 3M | +7.9% | +6.8% | +1.1% | +5.6% |
| 6M | +8.7% | -14.9% | +23.7% | +12.4% |
| YTD | +33.0% | -24.1% | +57.1% | +41.0% |
| 1Y | +46.7% | -25.4% | +72.0% | +56.1% |
| 3Y | +153.0% | +8.0% | +145.0% | +142.8% |
| 5Y | +222.3% | -37.3% | +259.6% | +249.1% |
| 10Y | +291.0% | +116.8% | +174.2% | +213.0% |
| All | +4,092.2% | +1,125.1% | +2,967.1% | +2,071.0% |
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 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