+46.7%
WAB vs TRGP
+80.7%
-34.0%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.8% |
| 7D | -3.2% | +0.8% | -4.0% | -3.2% |
| 30D | -4.4% | +11.5% | -16.0% | -5.0% |
| 3M | +7.9% | +9.0% | -1.1% | +7.4% |
| 6M | +8.7% | +20.5% | -11.8% | +6.8% |
| YTD | +33.0% | +59.5% | -26.6% | +25.4% |
| 1Y | +46.7% | +77.9% | -31.3% | +36.3% |
| All | +46.7% | +80.7% | -34.0% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 1y: compounded portfolio wealth divided by compounded TRGP 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…
1y analysis · Full analysis span regression · 6 months rolling