+2,115.1%
TRGP vs WST
+2,257.1%
-142.0%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.8% |
| 7D | -5.8% | +1.4% | -7.1% | -6.0% |
| 30D | -1.5% | +12.7% | -14.2% | -3.9% |
| 3M | +6.1% | +17.2% | -11.1% | +2.6% |
| 6M | +14.4% | +26.7% | -12.3% | +8.4% |
| YTD | +55.3% | +50.3% | +5.1% | +40.9% |
| 1Y | +69.1% | +50.2% | +18.9% | +53.3% |
| 3Y | +254.3% | +21.7% | +232.6% | +214.1% |
| 5Y | +471.4% | +2.0% | +469.4% | +417.1% |
| 10Y | +773.0% | +451.1% | +321.9% | +309.4% |
| All | +2,115.1% | +2,257.1% | -142.0% | +435.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling