+11.4%
WBD vs TRMB
+121.9%
-110.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.2% |
| 7D | -0.7% | -3.0% | +2.3% | +0.7% |
| 30D | +1.4% | +2.3% | -0.9% | +0.1% |
| 3M | +4.4% | +15.3% | -10.9% | -3.3% |
| 6M | +0.8% | -14.7% | +15.5% | +6.9% |
| YTD | -2.7% | -26.4% | +23.7% | +10.1% |
| 1Y | +73.4% | -30.4% | +103.8% | +100.3% |
| 3Y | +142.1% | +13.5% | +128.6% | +121.9% |
| 5Y | +7.2% | -38.6% | +45.8% | +22.7% |
| All | +11.4% | +121.9% | -110.5% | -25.2% |
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 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