+128.3%
WFC vs TRMB
-39.0%
+167.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.3% | +2.9% |
| 7D | +0.4% | -2.9% | +3.3% | +1.7% |
| 30D | +2.5% | -1.8% | +4.2% | +2.9% |
| 3M | +10.0% | +8.4% | +1.6% | +5.3% |
| 6M | +15.1% | -18.5% | +33.6% | +24.4% |
| YTD | -2.2% | -26.7% | +24.5% | +10.6% |
| 1Y | +13.5% | -28.3% | +41.8% | +29.0% |
| 3Y | +135.2% | +12.6% | +122.6% | +117.2% |
| 5Y | +128.3% | -38.7% | +167.0% | +155.9% |
| All | +128.3% | -39.0% | +167.3% | +155.9% |
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 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