+276.7%
TGT vs W
+176.2%
+100.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.3% | -0.1% |
| 7D | +0.8% | -4.2% | +4.9% | +1.3% |
| 30D | +12.2% | -7.6% | +19.8% | +13.2% |
| 3M | +33.8% | +37.2% | -3.4% | +26.8% |
| 6M | +39.3% | +26.3% | +13.0% | +32.6% |
| YTD | +72.9% | -1.0% | +73.8% | +69.0% |
| 1Y | +84.6% | +20.1% | +64.5% | +74.6% |
| 3Y | +46.2% | +37.8% | +8.4% | +28.6% |
| 5Y | -21.3% | -63.7% | +42.3% | -28.6% |
| 10Y | +213.5% | +156.3% | +57.2% | +128.8% |
| All | +276.7% | +176.2% | +100.5% | +169.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling