+10,726.6%
WAT vs TRMB
+1,451.4%
+9,275.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | -1.3% | -2.5% | +1.2% | -0.7% |
| 30D | +2.3% | +1.5% | +0.8% | +2.0% |
| 3M | +8.7% | +6.8% | +2.0% | +6.9% |
| 6M | +28.3% | -14.9% | +43.3% | +32.4% |
| YTD | +7.8% | -24.1% | +31.9% | +13.7% |
| 1Y | +36.6% | -25.4% | +62.0% | +44.5% |
| 3Y | +45.7% | +8.0% | +37.7% | +41.2% |
| 5Y | -3.3% | -37.3% | +34.0% | +3.9% |
| 10Y | +162.1% | +116.8% | +45.3% | +115.4% |
| All | +10,726.6% | +1,451.4% | +9,275.2% | +5,127.2% |
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 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