+4,879.0%
TGT vs WAB
+4,115.8%
+763.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.6% | -1.2% |
| 7D | -0.6% | +1.7% | -2.3% | -1.1% |
| 30D | +9.5% | -2.4% | +11.9% | +10.2% |
| 3M | +32.3% | +9.7% | +22.6% | +28.5% |
| 6M | +37.0% | +16.5% | +20.5% | +30.6% |
| YTD | +71.0% | +33.7% | +37.3% | +57.1% |
| 1Y | +85.0% | +49.7% | +35.3% | +64.7% |
| 3Y | +46.8% | +170.9% | -124.1% | +11.4% |
| 5Y | -22.7% | +228.0% | -250.8% | -44.4% |
| 10Y | +216.3% | +284.8% | -68.5% | +104.7% |
| All | +4,879.0% | +4,115.8% | +763.2% | +1,558.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling