+292.2%
WAB vs TRGP
+863.3%
-571.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.6% | +1.2% |
| 7D | +0.1% | +0.1% | +0.1% | +0.1% |
| 30D | -4.1% | +8.0% | -12.1% | -6.5% |
| 3M | +8.2% | +8.3% | -0.1% | +5.0% |
| 6M | +15.4% | +23.9% | -8.5% | +6.9% |
| YTD | +33.1% | +59.6% | -26.5% | +13.9% |
| 1Y | +48.1% | +79.4% | -31.4% | +21.5% |
| 3Y | +167.7% | +269.4% | -101.7% | +73.7% |
| 5Y | +225.7% | +641.6% | -415.9% | +68.4% |
| All | +292.2% | +863.3% | -571.0% | +60.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling