-28.1%
TGT vs WWD
+187.3%
-215.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +1.0% | +0.5% |
| 7D | +2.6% | +4.0% | -1.3% | +1.7% |
| 30D | +4.7% | +0.4% | +4.3% | +4.3% |
| 3M | +4.6% | -7.9% | +12.5% | +6.2% |
| 6M | +34.9% | -10.6% | +45.5% | +36.9% |
| YTD | +70.9% | +9.4% | +61.5% | +61.7% |
| 1Y | +84.4% | +25.7% | +58.6% | +66.4% |
| 3Y | +69.1% | +148.5% | -79.4% | +17.6% |
| All | -28.1% | +187.3% | -215.4% | -56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling