+409.5%
TRGP vs WST
-0.1%
+409.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.5% | -2.9% |
| 7D | -16.0% | -3.1% | -12.9% | -15.7% |
| 30D | -6.4% | +9.1% | -15.5% | -7.3% |
| 3M | -1.0% | +14.7% | -15.7% | -2.4% |
| 6M | +7.0% | +28.0% | -21.0% | +4.0% |
| YTD | +46.1% | +45.6% | +0.5% | +39.6% |
| 1Y | +58.7% | +45.7% | +13.0% | +51.5% |
| 3Y | +221.9% | +21.1% | +200.8% | +199.2% |
| All | +409.5% | -0.1% | +409.7% | +357.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling