+8,458.5%
WDC vs TRMB
+3,206.1%
+5,252.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.2% | +5.2% | +7.5% |
| 7D | -3.2% | +4.1% | -7.4% | -4.2% |
| 30D | -19.0% | -5.1% | -14.0% | -18.0% |
| 3M | -28.4% | -2.6% | -25.8% | -28.3% |
| 6M | -39.2% | -2.7% | -36.5% | -39.8% |
| YTD | +82.1% | -27.9% | +110.0% | +95.2% |
| 1Y | +84.7% | -29.0% | +113.7% | +99.0% |
| 3Y | +825.6% | +35.0% | +790.7% | +737.9% |
| 5Y | +608.2% | -33.9% | +642.1% | +673.9% |
| 10Y | +695.1% | +106.1% | +589.0% | +557.5% |
| All | +8,458.5% | +3,206.1% | +5,252.4% | +3,303.0% |
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