+203.4%
TGT vs W
+155.6%
+47.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.5% | -0.7% |
| 7D | -5.0% | +0.5% | -5.5% | -5.1% |
| 30D | +3.0% | -5.6% | +8.6% | +3.8% |
| 3M | +22.6% | +41.9% | -19.3% | +15.0% |
| 6M | +31.2% | +30.2% | +1.0% | +23.6% |
| YTD | +63.7% | -2.9% | +66.7% | +60.1% |
| 1Y | +78.5% | +11.6% | +66.9% | +69.7% |
| 3Y | +40.5% | +37.0% | +3.6% | +21.8% |
| 5Y | -25.6% | -62.8% | +37.3% | -33.1% |
| All | +203.4% | +155.6% | +47.8% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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