+328.7%
WM vs TRMB
+105.8%
+222.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | 0.0% |
| 7D | -0.5% | -17.0% | +16.5% | +2.6% |
| 30D | +13.3% | -9.0% | +22.3% | +14.7% |
| 3M | +4.4% | -8.1% | +12.5% | +5.4% |
| 6M | +10.8% | -10.1% | +20.9% | +12.0% |
| YTD | +9.1% | -30.2% | +39.3% | +15.4% |
| 1Y | +19.1% | -30.7% | +49.8% | +26.0% |
| 3Y | +45.7% | +32.6% | +13.0% | +31.6% |
| 5Y | +60.4% | -38.1% | +98.6% | +68.4% |
| 10Y | +328.7% | +98.9% | +229.8% | +248.5% |
| All | +328.7% | +105.8% | +222.9% | +248.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling