+112.4%
WFC vs TGT
+206.3%
-93.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +2.5% | +2.6% | -0.1% | +1.7% |
| 30D | +7.0% | +4.7% | +2.3% | +5.5% |
| 3M | -1.8% | +4.6% | -6.3% | -3.4% |
| 6M | +18.4% | +34.9% | -16.5% | +7.3% |
| YTD | -5.6% | +70.9% | -76.5% | -20.7% |
| 1Y | +3.9% | +84.4% | -80.5% | -14.9% |
| 3Y | +126.3% | +69.1% | +57.2% | +80.4% |
| 5Y | +91.1% | -26.9% | +118.1% | +95.9% |
| All | +112.4% | +206.3% | -93.8% | +38.1% |
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