+5,026.9%
WPM vs TRMB
+479.4%
+4,547.5%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.5% |
| 7D | -0.5% | +4.1% | -4.6% | -1.5% |
| 30D | -3.1% | -7.0% | +3.9% | -2.4% |
| 3M | -2.2% | -0.9% | -1.2% | -3.1% |
| 6M | -7.4% | -1.2% | -6.2% | -8.5% |
| YTD | +12.6% | -28.7% | +41.4% | +20.3% |
| 1Y | +22.8% | -32.1% | +54.9% | +32.8% |
| 3Y | +213.6% | +33.4% | +180.2% | +176.1% |
| 5Y | +211.2% | -35.6% | +246.8% | +224.6% |
| 10Y | +733.9% | +103.8% | +630.1% | +469.0% |
| All | +5,026.9% | +479.4% | +4,547.5% | +1,813.7% |
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