+113.2%
WDC vs TRMB
-31.2%
+144.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -17.3% | +10.5% | -5.9% |
| 7D | -18.3% | -15.7% | -2.6% | -17.5% |
| 30D | -26.7% | -7.8% | -18.9% | -25.5% |
| 3M | -40.9% | -9.3% | -31.7% | -39.9% |
| 6M | -26.8% | -20.8% | -5.9% | -16.3% |
| YTD | +88.2% | -30.8% | +118.9% | +145.2% |
| 1Y | +113.2% | -31.0% | +144.2% | +181.2% |
| All | +113.2% | -31.2% | +144.4% | +181.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling