+203.6%
TGT vs WWD
+498.2%
-294.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.2% |
| 7D | -5.2% | -2.6% | -2.6% | -4.7% |
| 30D | +1.2% | -6.9% | +8.1% | +2.6% |
| 3M | +18.4% | -13.0% | +31.4% | +21.3% |
| 6M | +33.4% | -12.5% | +45.9% | +35.9% |
| YTD | +63.8% | +11.8% | +52.0% | +57.5% |
| 1Y | +77.2% | +41.1% | +36.1% | +61.1% |
| 3Y | +41.8% | +163.1% | -121.3% | +10.5% |
| 5Y | -25.5% | +187.6% | -213.2% | -44.2% |
| All | +203.6% | +498.2% | -294.6% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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