+271.2%
TGT vs W
+209.7%
+61.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -0.8% |
| 7D | +2.6% | -1.7% | +4.3% | +2.8% |
| 30D | +6.6% | +3.2% | +3.4% | +6.0% |
| 3M | +5.2% | +8.3% | -3.1% | +3.8% |
| 6M | +35.3% | +84.3% | -49.0% | +22.7% |
| YTD | +70.3% | +11.0% | +59.3% | +63.7% |
| 1Y | +81.2% | -0.2% | +81.4% | +76.3% |
| 3Y | +66.9% | +157.9% | -91.0% | +36.6% |
| 5Y | -27.2% | -56.8% | +29.6% | -35.3% |
| 10Y | +206.6% | +212.2% | -5.6% | +119.3% |
| All | +271.2% | +209.7% | +61.5% | +161.1% |
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