+266.3%
WPM vs TRMB
-39.0%
+305.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.5% |
| 7D | +3.9% | -2.9% | +6.8% | +4.5% |
| 30D | +17.7% | -1.8% | +19.5% | +18.1% |
| 3M | +39.4% | +8.4% | +31.0% | +37.1% |
| 6M | +6.4% | -18.5% | +24.9% | +10.1% |
| YTD | +34.0% | -26.7% | +60.7% | +41.3% |
| 1Y | +50.5% | -28.3% | +78.8% | +59.2% |
| 3Y | +280.3% | +12.6% | +267.7% | +255.1% |
| 5Y | +266.3% | -38.7% | +305.0% | +264.8% |
| All | +266.3% | -39.0% | +305.3% | +264.8% |
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