+810.9%
TRGP vs WST
+456.5%
+354.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.2% |
| 7D | +12.4% | +4.2% | +8.2% | +11.7% |
| 30D | +2.6% | +11.2% | -8.6% | +0.9% |
| 3M | +11.9% | +20.4% | -8.5% | +8.6% |
| 6M | +13.9% | +37.9% | -24.0% | +8.0% |
| YTD | +64.2% | +51.8% | +12.4% | +52.4% |
| 1Y | +78.5% | +56.6% | +21.9% | +64.8% |
| 3Y | +272.9% | +24.2% | +248.7% | +239.1% |
| 5Y | +510.7% | +0.7% | +510.1% | +467.1% |
| All | +810.9% | +456.5% | +354.4% | +456.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling