-25.0%
TGT vs W
-62.3%
+37.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.3% | -3.2% |
| 7D | -3.6% | +5.9% | -9.5% | -4.6% |
| 30D | +4.4% | -3.0% | +7.5% | +4.9% |
| 3M | +25.4% | +40.3% | -15.0% | +15.9% |
| 6M | +33.4% | +32.2% | +1.1% | +23.4% |
| YTD | +65.6% | -0.3% | +65.9% | +60.2% |
| 1Y | +80.3% | +16.2% | +64.1% | +67.6% |
| 3Y | +42.1% | +40.7% | +1.4% | +17.1% |
| 5Y | -25.0% | -62.3% | +37.3% | -35.4% |
| All | -25.0% | -62.3% | +37.3% | -35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling