+4,849.4%
WEC vs TRMB
+3,157.0%
+1,692.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.3% | +0.9% |
| 7D | +2.3% | +2.8% | -0.5% | +2.2% |
| 30D | +11.1% | -5.9% | +16.9% | +11.2% |
| 3M | +8.4% | -3.3% | +11.7% | +8.5% |
| 6M | +7.5% | +1.3% | +6.2% | +7.2% |
| YTD | +15.3% | -29.0% | +44.3% | +16.7% |
| 1Y | +9.7% | -27.8% | +37.5% | +11.0% |
| 3Y | +64.7% | +36.3% | +28.4% | +61.3% |
| 5Y | +57.3% | -35.8% | +93.1% | +58.3% |
| 10Y | +195.9% | +103.1% | +92.8% | +181.4% |
| All | +4,849.4% | +3,157.0% | +1,692.4% | +4,149.9% |
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