+203.6%
TGT vs WAB
+296.8%
-93.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | -5.2% | +0.1% | -5.4% | -5.3% |
| 30D | +1.2% | -4.1% | +5.3% | +2.4% |
| 3M | +18.4% | +8.2% | +10.2% | +15.0% |
| 6M | +33.4% | +15.4% | +18.0% | +26.6% |
| YTD | +63.8% | +33.1% | +30.7% | +48.6% |
| 1Y | +77.2% | +48.1% | +29.1% | +55.3% |
| 3Y | +41.8% | +167.7% | -125.9% | +4.1% |
| 5Y | -25.5% | +225.7% | -251.3% | -48.5% |
| All | +203.6% | +296.8% | -93.2% | +83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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