+992.6%
WDC vs TRMB
-37.5%
+1,030.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.7% |
| 7D | +6.0% | -0.3% | +6.3% | +6.1% |
| 30D | +9.9% | -1.2% | +11.2% | +9.9% |
| 3M | -9.4% | +9.6% | -19.0% | -16.2% |
| 6M | +94.7% | -16.1% | +110.9% | +109.7% |
| YTD | +177.4% | -25.0% | +202.3% | +218.2% |
| 1Y | +412.6% | -27.7% | +440.3% | +500.8% |
| 3Y | +1,359.8% | +15.3% | +1,344.5% | +1,160.9% |
| 5Y | +992.6% | -37.4% | +1,030.0% | +1,109.4% |
| All | +992.6% | -37.5% | +1,030.1% | +1,109.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling