+5,975.1%
TGT vs WSM
+34,771.0%
-28,796.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | -3.6% | +2.6% | -6.2% | -4.2% |
| 30D | +4.4% | -9.3% | +13.7% | +6.8% |
| 3M | +25.4% | +7.1% | +18.3% | +23.2% |
| 6M | +33.4% | +21.7% | +11.7% | +26.9% |
| YTD | +65.6% | +28.7% | +36.8% | +55.2% |
| 1Y | +80.3% | +13.9% | +66.4% | +73.8% |
| 3Y | +42.1% | +232.2% | -190.0% | +0.9% |
| 5Y | -25.0% | +176.4% | -201.4% | -45.3% |
| 10Y | +208.2% | +1,072.4% | -864.2% | +48.5% |
| All | +5,975.1% | +34,771.0% | -28,796.0% | +1,183.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling