+6,490.6%
WMB vs TRMB
+3,067.4%
+3,423.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -0.4% |
| 7D | -13.8% | -16.7% | +2.9% | -10.9% |
| 30D | -10.3% | -9.9% | -0.4% | -8.7% |
| 3M | -10.1% | -7.6% | -2.5% | -9.1% |
| 6M | -11.8% | -14.7% | +2.8% | -9.9% |
| YTD | +8.9% | -30.9% | +39.9% | +15.5% |
| 1Y | +14.0% | -31.3% | +45.3% | +20.8% |
| 3Y | +100.5% | +29.4% | +71.1% | +85.7% |
| 5Y | +179.5% | -37.4% | +216.9% | +192.2% |
| 10Y | +272.7% | +109.2% | +163.6% | +206.8% |
| All | +6,490.6% | +3,067.4% | +3,423.2% | +3,569.4% |
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