+9,651.6%
WM vs TRMB
+3,039.9%
+6,611.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.3% |
| 7D | +4.5% | -17.9% | +22.4% | +6.3% |
| 30D | +16.1% | -12.0% | +28.1% | +17.2% |
| 3M | +8.0% | -8.4% | +16.5% | +8.7% |
| 6M | +8.4% | -21.5% | +30.0% | +10.5% |
| YTD | +11.2% | -31.5% | +42.8% | +14.6% |
| 1Y | +22.3% | -33.4% | +55.7% | +26.3% |
| 3Y | +50.2% | +26.5% | +23.8% | +44.9% |
| 5Y | +63.3% | -37.9% | +101.2% | +66.7% |
| 10Y | +355.0% | +107.3% | +247.7% | +311.1% |
| All | +9,651.6% | +3,039.9% | +6,611.7% | +6,601.0% |
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