+8,712.1%
WM vs TRMB
+3,381.2%
+5,331.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | -0.3% | -2.5% | +2.2% | -0.1% |
| 30D | -2.4% | +1.5% | -3.9% | -2.5% |
| 3M | +0.4% | +6.8% | -6.3% | -0.3% |
| 6M | -9.5% | -14.9% | +5.5% | -8.3% |
| YTD | +0.5% | -24.1% | +24.6% | +2.8% |
| 1Y | -1.1% | -25.4% | +24.3% | +1.2% |
| 3Y | +46.0% | +8.0% | +38.0% | +43.0% |
| 5Y | +51.8% | -37.3% | +89.1% | +55.1% |
| 10Y | +307.5% | +116.8% | +190.7% | +267.1% |
| All | +8,712.1% | +3,381.2% | +5,331.0% | +5,910.2% |
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