+12,475.7%
WAT vs TRMB
+1,328.3%
+11,147.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.3% |
| 7D | +3.4% | -16.6% | +19.9% | +7.0% |
| 30D | +9.6% | -8.9% | +18.5% | +11.3% |
| 3M | +15.5% | -6.3% | +21.8% | +16.4% |
| 6M | +33.9% | -10.0% | +43.9% | +35.8% |
| YTD | +25.2% | -30.1% | +55.3% | +33.7% |
| 1Y | +26.3% | -31.3% | +57.6% | +35.3% |
| 3Y | +85.8% | +30.8% | +55.0% | +72.6% |
| 5Y | +35.3% | -35.9% | +71.2% | +44.2% |
| 10Y | +231.8% | +101.7% | +130.1% | +175.4% |
| All | +12,475.7% | +1,328.3% | +11,147.5% | +6,044.5% |
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