+817.5%
WM vs TRGP
+2,231.3%
-1,413.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.1% |
| 7D | -0.3% | +0.8% | -1.1% | -0.4% |
| 30D | -2.4% | +11.5% | -13.9% | -3.6% |
| 3M | +0.4% | +9.0% | -8.6% | -0.6% |
| 6M | -9.5% | +20.5% | -30.0% | -11.4% |
| YTD | +0.5% | +59.5% | -59.0% | -4.6% |
| 1Y | -1.1% | +77.9% | -79.0% | -7.3% |
| 3Y | +46.0% | +253.6% | -207.5% | +26.3% |
| 5Y | +51.8% | +615.5% | -563.7% | +21.2% |
| 10Y | +307.5% | +897.1% | -589.6% | +190.7% |
| All | +817.5% | +2,231.3% | -1,413.8% | +365.2% |
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