+48.9%
WM vs TRGP
+273.0%
-224.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | 0.0% | +1.4% |
| 7D | +1.2% | +9.0% | -7.8% | +0.1% |
| 30D | +15.2% | +1.5% | +13.7% | +14.8% |
| 3M | +8.3% | +10.7% | -2.4% | +6.4% |
| 6M | +13.1% | +17.1% | -4.0% | +10.1% |
| YTD | +12.5% | +63.6% | -51.1% | +4.5% |
| 1Y | +21.8% | +77.0% | -55.2% | +11.9% |
| All | +48.9% | +273.0% | -224.1% | +23.6% |
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