+1,983.3%
TRGP vs WST
+2,184.3%
-201.0%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.5% | -3.1% |
| 7D | -16.0% | -3.1% | -12.9% | -15.4% |
| 30D | -6.4% | +9.1% | -15.5% | -8.1% |
| 3M | -1.0% | +14.7% | -15.7% | -3.9% |
| 6M | +7.0% | +28.0% | -21.0% | +1.1% |
| YTD | +46.1% | +45.6% | +0.5% | +33.4% |
| 1Y | +58.7% | +45.7% | +13.0% | +44.7% |
| 3Y | +221.9% | +21.1% | +200.8% | +184.6% |
| 5Y | +419.9% | +0.3% | +419.6% | +371.3% |
| 10Y | +769.8% | +449.0% | +320.8% | +305.8% |
| All | +1,983.3% | +2,184.3% | -201.0% | +407.1% |
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