+43.3%
TGT vs WAB
+164.8%
-121.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -2.7% |
| 7D | -3.6% | +0.2% | -3.8% | -3.6% |
| 30D | +4.4% | -4.6% | +9.0% | +6.1% |
| 3M | +25.4% | +5.6% | +19.7% | +21.9% |
| 6M | +33.4% | +13.8% | +19.6% | +24.8% |
| YTD | +65.6% | +31.9% | +33.7% | +44.4% |
| 1Y | +80.3% | +48.3% | +32.0% | +48.4% |
| All | +43.3% | +164.8% | -121.5% | -8.3% |
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