+201.6%
TGT vs W
+212.4%
-10.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | +2.6% | +0.2% | +2.5% | +2.6% |
| 30D | +4.7% | +6.8% | -2.1% | +3.6% |
| 3M | +4.6% | +10.7% | -6.1% | +2.7% |
| 6M | +34.9% | +86.3% | -51.5% | +20.8% |
| YTD | +70.9% | +11.5% | +59.4% | +63.5% |
| 1Y | +84.4% | +5.1% | +79.3% | +77.6% |
| 3Y | +69.1% | +171.0% | -101.9% | +34.1% |
| 5Y | -26.9% | -56.6% | +29.7% | -35.8% |
| All | +201.6% | +212.4% | -10.8% | +84.6% |
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