+336.4%
WM vs TRGP
+757.5%
-421.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.6% | -1.8% |
| 7D | +1.2% | -16.0% | +17.2% | +3.1% |
| 30D | +13.1% | -6.4% | +19.5% | +13.8% |
| 3M | +3.6% | -1.0% | +4.6% | +3.5% |
| 6M | +8.1% | +7.0% | +1.1% | +6.9% |
| YTD | +8.9% | +46.1% | -37.2% | +3.8% |
| 1Y | +20.3% | +58.7% | -38.4% | +13.6% |
| 3Y | +46.2% | +221.9% | -175.7% | +26.3% |
| 5Y | +59.9% | +419.9% | -360.0% | +30.0% |
| All | +336.4% | +757.5% | -421.1% | +216.0% |
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