+55.8%
WEC vs TRMB
-34.2%
+90.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | +0.1% |
| 7D | -0.5% | +4.1% | -4.7% | -0.9% |
| 30D | +12.0% | -5.1% | +17.0% | +12.1% |
| 3M | +11.1% | -2.6% | +13.7% | +10.9% |
| 6M | +6.0% | -2.7% | +8.7% | +5.7% |
| YTD | +14.3% | -27.9% | +42.2% | +17.2% |
| 1Y | +8.0% | -29.0% | +37.0% | +10.8% |
| 3Y | +62.8% | +35.0% | +27.9% | +51.7% |
| All | +55.8% | -34.2% | +90.1% | +52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling