+203.6%
TGT vs WU
-39.1%
+242.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -5.2% | -3.5% | -1.8% | -4.1% |
| 30D | +1.2% | -2.9% | +4.1% | +2.1% |
| 3M | +18.4% | -2.3% | +20.6% | +17.4% |
| 6M | +33.4% | -25.4% | +58.8% | +44.8% |
| YTD | +63.8% | -21.2% | +85.0% | +73.8% |
| 1Y | +77.2% | -8.9% | +86.0% | +77.1% |
| 3Y | +41.8% | -29.0% | +70.8% | +52.4% |
| 5Y | -25.5% | -50.7% | +25.2% | -10.8% |
| All | +203.6% | -39.1% | +242.7% | +219.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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