+19,187.2%
WELL vs TRMB
+3,381.2%
+15,806.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.0% | -1.9% |
| 7D | -0.8% | -2.5% | +1.7% | -0.5% |
| 30D | -0.1% | +1.5% | -1.6% | -0.3% |
| 3M | +18.0% | +6.8% | +11.3% | +16.8% |
| 6M | +15.0% | -14.9% | +29.9% | +17.0% |
| YTD | +28.6% | -24.1% | +52.7% | +32.5% |
| 1Y | +42.9% | -25.4% | +68.3% | +47.3% |
| 3Y | +203.0% | +8.0% | +195.0% | +194.2% |
| 5Y | +206.9% | -37.3% | +244.2% | +216.5% |
| 10Y | +339.5% | +116.8% | +222.7% | +288.9% |
| All | +19,187.2% | +3,381.2% | +15,806.0% | +12,970.7% |
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