+27.3%
WAT vs TRMB
-31.2%
+58.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -17.3% | +19.0% | +4.9% |
| 7D | -1.9% | -15.7% | +13.7% | +0.7% |
| 30D | +6.2% | -7.8% | +14.0% | +6.4% |
| 3M | +18.1% | -9.3% | +27.4% | +18.6% |
| 6M | +54.9% | -20.8% | +75.7% | +62.4% |
| YTD | +23.1% | -30.8% | +53.9% | +35.6% |
| 1Y | +27.3% | -31.0% | +58.3% | +40.2% |
| All | +27.3% | -31.2% | +58.5% | +40.2% |
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