+296.4%
WBD vs TRMB
+499.8%
-203.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | 0.0% |
| 7D | -0.7% | -0.3% | -0.4% | -0.6% |
| 30D | +5.0% | -1.2% | +6.2% | +5.3% |
| 3M | +6.2% | +9.6% | -3.4% | +1.8% |
| 6M | +0.6% | -16.1% | +16.7% | +6.2% |
| YTD | -2.4% | -25.0% | +22.5% | +7.0% |
| 1Y | +127.7% | -27.7% | +155.4% | +152.8% |
| 3Y | +148.4% | +15.3% | +133.1% | +131.1% |
| 5Y | +4.2% | -37.4% | +41.6% | +19.4% |
| 10Y | +10.8% | +117.5% | -106.7% | -21.6% |
| All | +296.4% | +499.8% | -203.4% | +86.3% |
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