+55.8%
WEC vs TRGP
+500.4%
-444.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.2% |
| 7D | -0.7% | +9.0% | -9.7% | -1.8% |
| 30D | +11.0% | +1.5% | +9.4% | +10.6% |
| 3M | +8.6% | +10.7% | -2.1% | +6.9% |
| 6M | +6.2% | +17.1% | -11.0% | +3.6% |
| YTD | +14.3% | +63.6% | -49.3% | +6.6% |
| 1Y | +8.4% | +77.0% | -68.6% | -0.1% |
| 3Y | +62.9% | +273.2% | -210.3% | +30.3% |
| 5Y | +55.8% | +508.6% | -452.8% | +19.4% |
| All | +55.8% | +500.4% | -444.6% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling