+203.6%
TGT vs WSM
+1,071.8%
-868.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | -5.2% | -0.5% | -4.7% | -5.1% |
| 30D | +1.2% | -7.7% | +8.9% | +3.5% |
| 3M | +18.4% | +3.8% | +14.6% | +17.1% |
| 6M | +33.4% | +22.7% | +10.8% | +25.6% |
| YTD | +63.8% | +28.0% | +35.8% | +52.1% |
| 1Y | +77.2% | +12.7% | +64.4% | +70.0% |
| 3Y | +41.8% | +231.3% | -189.5% | -6.4% |
| 5Y | -25.5% | +177.2% | -202.7% | -50.0% |
| All | +203.6% | +1,071.8% | -868.2% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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