+5,013.3%
WPM vs TRMB
+477.5%
+4,535.8%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.2% |
| 7D | -3.6% | +2.8% | -6.4% | -4.2% |
| 30D | +1.4% | -5.9% | +7.3% | +1.8% |
| 3M | -0.2% | -3.3% | +3.1% | -0.5% |
| 6M | -7.3% | +1.3% | -8.7% | -9.0% |
| YTD | +12.3% | -29.0% | +41.3% | +20.1% |
| 1Y | +24.9% | -27.8% | +52.7% | +32.9% |
| 3Y | +210.4% | +36.3% | +174.1% | +171.6% |
| 5Y | +210.4% | -35.8% | +246.2% | +224.0% |
| 10Y | +731.7% | +103.1% | +628.6% | +468.0% |
| All | +5,013.3% | +477.5% | +4,535.8% | +1,810.3% |
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