-25.6%
TGT vs WAB
+220.1%
-245.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | -5.0% | -0.2% | -4.8% | -5.0% |
| 30D | +3.0% | -5.9% | +8.9% | +5.6% |
| 3M | +22.6% | +9.4% | +13.2% | +16.9% |
| 6M | +31.2% | +13.8% | +17.4% | +21.9% |
| YTD | +63.7% | +31.8% | +31.9% | +41.5% |
| 1Y | +78.5% | +48.5% | +30.0% | +45.1% |
| 3Y | +40.5% | +167.0% | -126.4% | -15.5% |
| 5Y | -25.6% | +222.3% | -247.9% | -59.8% |
| All | -25.6% | +220.1% | -245.7% | -59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling