+1,142.0%
WAB vs TRGP
+2,299.4%
-1,157.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -0.9% |
| 7D | +5.1% | +12.4% | -7.3% | +1.6% |
| 30D | +4.0% | +2.6% | +1.4% | +3.0% |
| 3M | +0.1% | +11.9% | -11.8% | -3.6% |
| 6M | +12.8% | +13.9% | -1.1% | +7.6% |
| YTD | +40.1% | +64.2% | -24.1% | +19.6% |
| 1Y | +46.4% | +78.5% | -32.1% | +21.8% |
| 3Y | +167.4% | +272.9% | -105.5% | +77.4% |
| 5Y | +215.0% | +510.7% | -295.7% | +78.7% |
| 10Y | +269.2% | +821.0% | -551.8% | +55.5% |
| All | +1,142.0% | +2,299.4% | -1,157.4% | +197.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling