+69.1%
TGT vs WAB
+168.8%
-99.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.2% | +0.6% |
| 7D | +2.6% | +5.1% | -2.4% | +0.9% |
| 30D | +4.7% | +4.0% | +0.7% | +3.1% |
| 3M | +4.6% | +0.1% | +4.5% | +4.3% |
| 6M | +34.9% | +12.8% | +22.1% | +27.7% |
| YTD | +70.9% | +40.1% | +30.8% | +45.7% |
| 1Y | +84.4% | +46.4% | +38.0% | +53.7% |
| 3Y | +69.1% | +167.4% | -98.2% | +20.8% |
| All | +69.1% | +168.8% | -99.7% | +20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling