+142.7%
WFC vs TGT
+207.2%
-64.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.1% |
| 7D | +0.3% | -5.0% | +5.3% | +1.8% |
| 30D | +2.3% | +3.0% | -0.8% | +1.2% |
| 3M | +9.8% | +22.6% | -12.9% | +2.7% |
| 6M | +15.6% | +31.2% | -15.6% | +5.5% |
| YTD | -2.4% | +63.7% | -66.1% | -17.0% |
| 1Y | +13.8% | +78.5% | -64.7% | -6.0% |
| 3Y | +134.6% | +40.5% | +94.1% | +98.8% |
| 5Y | +127.9% | -25.6% | +153.5% | +131.8% |
| All | +142.7% | +207.2% | -64.5% | +53.4% |
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