+384.9%
TGT vs WU
-21.6%
+406.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.5% | -0.2% |
| 7D | -0.6% | -0.8% | +0.2% | -0.4% |
| 30D | +9.5% | -1.1% | +10.7% | +9.8% |
| 3M | +32.3% | -1.8% | +34.1% | +31.0% |
| 6M | +37.0% | -23.9% | +60.9% | +48.0% |
| YTD | +71.0% | -20.4% | +91.4% | +81.2% |
| 1Y | +85.0% | -10.6% | +95.6% | +86.7% |
| 3Y | +46.8% | -27.7% | +74.6% | +57.6% |
| 5Y | -22.7% | -51.1% | +28.4% | -6.4% |
| 10Y | +216.3% | -40.7% | +257.0% | +241.7% |
| All | +384.9% | -21.6% | +406.5% | +317.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling