+5,018.2%
TGT vs WWD
+15,408.5%
-10,390.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | 0.0% |
| 7D | +0.8% | +1.3% | -0.5% | +0.5% |
| 30D | +12.2% | -7.2% | +19.4% | +14.0% |
| 3M | +33.8% | -3.8% | +37.6% | +34.2% |
| 6M | +39.3% | -9.9% | +49.2% | +41.2% |
| YTD | +72.9% | +14.8% | +58.0% | +64.9% |
| 1Y | +84.6% | +42.1% | +42.5% | +66.8% |
| 3Y | +46.2% | +170.8% | -124.6% | +11.6% |
| 5Y | -21.3% | +197.5% | -218.9% | -42.0% |
| 10Y | +213.5% | +477.8% | -264.3% | +83.6% |
| All | +5,018.2% | +15,408.5% | -10,390.3% | +1,421.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling