+9,444.8%
WFC vs TRMB
+3,381.2%
+6,063.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.1% |
| 7D | +3.8% | -2.5% | +6.3% | +4.3% |
| 30D | +1.5% | +1.5% | 0.0% | +1.1% |
| 3M | +10.9% | +6.8% | +4.1% | +9.1% |
| 6M | +8.4% | -14.9% | +23.4% | +11.3% |
| YTD | -1.9% | -24.1% | +22.2% | +2.9% |
| 1Y | +12.3% | -25.4% | +37.7% | +18.0% |
| 3Y | +132.3% | +8.0% | +124.3% | +127.0% |
| 5Y | +130.1% | -37.3% | +167.4% | +145.6% |
| 10Y | +134.4% | +116.8% | +17.6% | +100.7% |
| All | +9,444.8% | +3,381.2% | +6,063.6% | +4,926.9% |
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