+122.9%
WFC vs TGT
-25.8%
+148.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.9% | +0.9% |
| 7D | +0.4% | -5.2% | +5.6% | +1.7% |
| 30D | +1.5% | +1.2% | +0.3% | +1.1% |
| 3M | +10.2% | +18.4% | -8.2% | +5.2% |
| 6M | +18.8% | +33.4% | -14.7% | +9.6% |
| YTD | -1.5% | +63.8% | -65.3% | -14.1% |
| 1Y | +13.5% | +77.2% | -63.6% | -3.2% |
| 3Y | +135.0% | +41.8% | +93.2% | +102.3% |
| All | +122.9% | -25.8% | +148.7% | +130.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling