+43.3%
TGT vs WWD
+167.9%
-124.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.1% |
| 7D | -3.6% | +0.6% | -4.2% | -3.7% |
| 30D | +4.4% | -5.1% | +9.5% | +5.2% |
| 3M | +25.4% | -11.2% | +36.6% | +27.2% |
| 6M | +33.4% | -12.0% | +45.4% | +35.1% |
| YTD | +65.6% | +12.0% | +53.6% | +58.3% |
| 1Y | +80.3% | +42.8% | +37.5% | +62.2% |
| All | +43.3% | +167.9% | -124.6% | +9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling