+8,627.7%
WFC vs TGT
+6,379.3%
+2,248.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | +3.8% | +0.8% | +3.0% | +3.5% |
| 30D | +1.5% | +12.2% | -10.7% | -3.2% |
| 3M | +10.9% | +33.8% | -22.9% | -1.8% |
| 6M | +8.4% | +39.3% | -30.9% | -5.9% |
| YTD | -1.9% | +72.9% | -74.7% | -22.1% |
| 1Y | +12.3% | +84.6% | -72.2% | -13.5% |
| 3Y | +132.3% | +46.2% | +86.1% | +85.4% |
| 5Y | +130.1% | -21.3% | +151.4% | +126.1% |
| 10Y | +134.4% | +213.5% | -79.1% | +21.0% |
| All | +8,627.7% | +6,379.3% | +2,248.4% | +1,301.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling