+53.0%
WAT vs TRGP
+265.3%
-212.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.0% | -1.7% |
| 7D | -0.7% | -0.6% | -0.1% | -0.7% |
| 30D | -1.0% | +14.6% | -15.5% | -2.6% |
| 3M | +10.9% | +11.9% | -1.0% | +9.1% |
| 6M | +33.2% | +25.3% | +7.9% | +28.3% |
| YTD | +6.1% | +61.9% | -55.8% | -2.9% |
| 1Y | +30.2% | +87.3% | -57.0% | +15.2% |
| All | +53.0% | +265.3% | -212.3% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling