+63.1%
WM vs TRMB
-38.8%
+101.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.3% |
| 7D | +4.5% | -17.9% | +22.4% | +6.8% |
| 30D | +16.1% | -12.0% | +28.1% | +17.5% |
| 3M | +8.0% | -8.4% | +16.5% | +8.7% |
| 6M | +8.4% | -21.5% | +30.0% | +11.1% |
| YTD | +11.2% | -31.5% | +42.8% | +15.8% |
| 1Y | +22.3% | -33.4% | +55.7% | +27.8% |
| 3Y | +50.2% | +26.5% | +23.8% | +40.1% |
| All | +63.1% | -38.8% | +101.9% | +69.7% |
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 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