+5,928.6%
WPM vs TRMB
+517.2%
+5,411.4%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | 0.0% | -0.8% |
| 7D | +1.1% | -2.5% | +3.6% | +1.8% |
| 30D | +26.4% | +1.5% | +24.8% | +25.9% |
| 3M | +20.8% | +6.8% | +14.1% | +18.5% |
| 6M | +1.1% | -14.9% | +16.1% | +4.8% |
| YTD | +32.5% | -24.1% | +56.6% | +40.9% |
| 1Y | +51.5% | -25.4% | +76.9% | +61.7% |
| 3Y | +267.0% | +8.0% | +259.0% | +244.7% |
| 5Y | +250.1% | -37.3% | +287.4% | +272.3% |
| 10Y | +540.4% | +116.8% | +423.6% | +335.0% |
| All | +5,928.6% | +517.2% | +5,411.4% | +2,140.9% |
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