+12,665.3%
WDC vs TRMB
+3,381.2%
+9,284.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.0% | +6.9% | +6.2% |
| 7D | +1.7% | -2.5% | +4.3% | +2.4% |
| 30D | -10.0% | +1.5% | -11.5% | -10.7% |
| 3M | -18.8% | +6.8% | -25.5% | -21.3% |
| 6M | +79.0% | -14.9% | +94.0% | +84.2% |
| YTD | +171.6% | -24.1% | +195.7% | +187.6% |
| 1Y | +417.4% | -25.4% | +442.8% | +450.9% |
| 3Y | +1,251.8% | +8.0% | +1,243.8% | +1,196.1% |
| 5Y | +911.7% | -37.3% | +949.0% | +1,022.1% |
| 10Y | +1,399.6% | +116.8% | +1,282.8% | +1,124.7% |
| All | +12,665.3% | +3,381.2% | +9,284.1% | +4,915.5% |
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