+9,052.2%
WFC vs TRMB
+3,104.9%
+5,947.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +0.9% | -16.6% | +17.4% | +3.9% |
| 30D | +3.3% | -8.9% | +12.1% | +4.6% |
| 3M | -1.4% | -6.3% | +4.9% | -0.8% |
| 6M | +14.7% | -10.0% | +24.7% | +16.0% |
| YTD | -5.9% | -30.1% | +24.2% | -0.4% |
| 1Y | +1.8% | -31.3% | +33.2% | +8.1% |
| 3Y | +124.9% | +30.8% | +94.1% | +111.8% |
| 5Y | +92.7% | -35.9% | +128.7% | +104.2% |
| 10Y | +118.2% | +101.7% | +16.5% | +88.7% |
| All | +9,052.2% | +3,104.9% | +5,947.3% | +4,770.0% |
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