+6,242.0%
TGT vs WM
+26,336.4%
-20,094.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | +0.8% | -0.3% | +1.1% | +0.8% |
| 30D | +12.2% | -2.4% | +14.6% | +12.7% |
| 3M | +33.8% | +0.4% | +33.4% | +33.6% |
| 6M | +39.3% | -9.5% | +48.8% | +41.9% |
| YTD | +72.9% | +0.5% | +72.4% | +72.2% |
| 1Y | +84.6% | -1.1% | +85.6% | +84.2% |
| 3Y | +46.2% | +46.0% | +0.2% | +34.0% |
| 5Y | -21.3% | +51.8% | -73.2% | -28.4% |
| 10Y | +213.5% | +307.5% | -94.0% | +137.1% |
| All | +6,242.0% | +26,336.4% | -20,094.4% | +3,436.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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