+1,188.5%
WDC vs TGT
+207.4%
+981.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.0% | -3.0% |
| 7D | -4.3% | -5.2% | +0.9% | -2.8% |
| 30D | -1.5% | +1.2% | -2.7% | -2.3% |
| 3M | -15.5% | +18.4% | -33.9% | -21.2% |
| 6M | +66.5% | +33.4% | +33.0% | +48.6% |
| YTD | +159.9% | +63.8% | +96.0% | +115.1% |
| 1Y | +366.0% | +77.2% | +288.8% | +273.3% |
| 3Y | +1,285.8% | +41.8% | +1,244.0% | +1,039.6% |
| 5Y | +925.6% | -25.5% | +951.1% | +943.5% |
| All | +1,188.5% | +207.4% | +981.2% | +795.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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