+203.6%
TGT vs WCC
+541.6%
-338.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.7% | -0.7% |
| 7D | -5.2% | +1.5% | -6.8% | -5.6% |
| 30D | +1.2% | -2.1% | +3.3% | +1.4% |
| 3M | +18.4% | +3.8% | +14.6% | +16.6% |
| 6M | +33.4% | +35.0% | -1.5% | +23.4% |
| YTD | +63.8% | +46.4% | +17.4% | +48.5% |
| 1Y | +77.2% | +63.0% | +14.2% | +56.2% |
| 3Y | +41.8% | +133.9% | -92.2% | +12.0% |
| 5Y | -25.5% | +226.5% | -252.1% | -46.5% |
| All | +203.6% | +541.6% | -338.1% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling