-25.6%
TGT vs WWD
+187.1%
-212.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.3% | -0.8% |
| 7D | -5.0% | -2.9% | -2.2% | -4.4% |
| 30D | +3.0% | -6.6% | +9.6% | +4.6% |
| 3M | +22.6% | -9.3% | +31.9% | +24.6% |
| 6M | +31.2% | -13.6% | +44.8% | +34.3% |
| YTD | +63.7% | +10.4% | +53.3% | +55.4% |
| 1Y | +78.5% | +39.9% | +38.6% | +56.9% |
| 3Y | +40.5% | +165.0% | -124.5% | -2.7% |
| 5Y | -25.6% | +183.8% | -209.4% | -54.3% |
| All | -25.6% | +187.1% | -212.7% | -54.3% |
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