+8,401.2%
WDC vs TRMB
+3,168.1%
+5,233.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | +16.3% | +4.1% | +12.2% | +15.1% |
| 30D | -18.3% | -7.0% | -11.3% | -16.7% |
| 3M | -31.4% | -0.9% | -30.5% | -31.6% |
| 6M | -36.3% | -1.2% | -35.1% | -37.2% |
| YTD | +80.8% | -28.7% | +109.6% | +94.5% |
| 1Y | +87.7% | -32.1% | +119.8% | +104.9% |
| 3Y | +819.4% | +33.4% | +786.0% | +735.0% |
| 5Y | +583.2% | -35.6% | +618.8% | +651.8% |
| 10Y | +689.8% | +103.8% | +586.0% | +555.2% |
| All | +8,401.2% | +3,168.1% | +5,233.1% | +3,291.1% |
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