+195.1%
WEC vs TRMB
+105.4%
+89.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | +0.2% |
| 7D | -0.5% | +4.1% | -4.7% | -0.8% |
| 30D | +12.0% | -5.1% | +17.0% | +12.1% |
| 3M | +11.1% | -2.6% | +13.7% | +11.0% |
| 6M | +6.0% | -2.7% | +8.7% | +5.7% |
| YTD | +14.3% | -27.9% | +42.2% | +16.7% |
| 1Y | +8.0% | -29.0% | +37.0% | +10.4% |
| 3Y | +62.8% | +35.0% | +27.9% | +55.5% |
| 5Y | +55.3% | -33.9% | +89.2% | +55.7% |
| All | +195.1% | +105.4% | +89.8% | +176.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling