-28.1%
TGT vs WAB
+214.2%
-242.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.2% | +0.7% |
| 7D | +2.6% | +5.1% | -2.4% | +0.5% |
| 30D | +4.7% | +4.0% | +0.7% | +2.7% |
| 3M | +4.6% | +0.1% | +4.5% | +4.2% |
| 6M | +34.9% | +12.8% | +22.1% | +26.3% |
| YTD | +70.9% | +40.1% | +30.8% | +43.0% |
| 1Y | +84.4% | +46.4% | +38.0% | +50.7% |
| 3Y | +69.1% | +167.4% | -98.2% | +0.3% |
| All | -28.1% | +214.2% | -242.3% | -62.2% |
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