+6,009.4%
TGT vs WM
+28,547.2%
-22,537.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.7% |
| 7D | +2.6% | +1.2% | +1.4% | +2.4% |
| 30D | +5.0% | +13.1% | -8.1% | +2.3% |
| 3M | +8.5% | +3.6% | +4.9% | +7.7% |
| 6M | +23.8% | +8.1% | +15.7% | +21.7% |
| YTD | +66.5% | +8.9% | +57.6% | +63.0% |
| 1Y | +84.9% | +20.3% | +64.6% | +77.3% |
| 3Y | +59.2% | +46.2% | +13.0% | +45.8% |
| 5Y | -27.2% | +59.9% | -87.1% | -34.5% |
| 10Y | +221.5% | +345.6% | -124.1% | +138.7% |
| All | +6,009.4% | +28,547.2% | -22,537.8% | +3,249.1% |
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