+2.1%
WEC vs TRMB
-29.4%
+31.5%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.9% |
| 7D | +0.4% | -2.9% | +3.3% | +0.3% |
| 30D | +0.9% | -1.8% | +2.7% | +0.9% |
| 3M | -5.3% | +8.4% | -13.7% | -5.3% |
| 6M | -6.6% | -18.5% | +12.0% | -7.2% |
| YTD | +3.3% | -26.7% | +30.0% | +2.4% |
| 1Y | +2.1% | -28.3% | +30.4% | +1.4% |
| All | +2.1% | -29.4% | +31.5% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling