+12,001.8%
WAT vs TRMB
+1,311.6%
+10,690.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.8% |
| 7D | -1.1% | -16.7% | +15.6% | +2.4% |
| 30D | +5.0% | -9.9% | +14.9% | +6.8% |
| 3M | +14.5% | -7.6% | +22.1% | +15.7% |
| 6M | +30.9% | -14.7% | +45.6% | +34.3% |
| YTD | +20.5% | -30.9% | +51.4% | +29.0% |
| 1Y | +23.3% | -31.3% | +54.6% | +32.1% |
| 3Y | +81.5% | +29.4% | +52.1% | +68.9% |
| 5Y | +33.4% | -37.4% | +70.7% | +42.8% |
| 10Y | +231.5% | +109.2% | +122.3% | +173.4% |
| All | +12,001.8% | +1,311.6% | +10,690.3% | +5,827.5% |
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