+167.9%
WAT vs TRMB
+113.5%
+54.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.4% |
| 7D | -1.8% | -2.9% | +1.1% | -0.7% |
| 30D | -1.7% | -1.8% | +0.1% | -1.1% |
| 3M | +9.1% | +8.4% | +0.7% | +5.1% |
| 6M | +32.4% | -18.5% | +51.0% | +42.3% |
| YTD | +6.6% | -26.7% | +33.3% | +18.9% |
| 1Y | +34.7% | -28.3% | +63.0% | +51.1% |
| 3Y | +53.6% | +12.6% | +41.0% | +41.2% |
| 5Y | -4.1% | -38.7% | +34.6% | +8.4% |
| 10Y | +167.9% | +120.8% | +47.1% | +92.9% |
| All | +167.9% | +113.5% | +54.3% | +92.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling