+330.3%
WM vs TRMB
+102.3%
+228.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +3.2% | +2.8% | +0.4% | +2.7% |
| 30D | +13.0% | -5.9% | +18.9% | +13.7% |
| 3M | +9.2% | -3.3% | +12.5% | +9.2% |
| 6M | +13.6% | +1.3% | +12.3% | +12.3% |
| YTD | +12.4% | -29.0% | +41.4% | +18.5% |
| 1Y | +21.2% | -27.8% | +49.0% | +27.3% |
| 3Y | +48.7% | +36.3% | +12.4% | +33.6% |
| 5Y | +61.9% | -35.8% | +97.7% | +68.6% |
| All | +330.3% | +102.3% | +228.0% | +247.7% |
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 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