+283.3%
WMB vs TGT
+205.2%
+78.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.9% |
| 7D | +8.1% | +2.6% | +5.5% | +7.6% |
| 30D | -6.9% | +6.6% | -13.5% | -8.1% |
| 3M | -5.1% | +5.2% | -10.3% | -6.2% |
| 6M | -5.7% | +35.3% | -41.0% | -11.1% |
| YTD | +18.1% | +70.3% | -52.3% | +6.4% |
| 1Y | +18.4% | +81.2% | -62.7% | +5.4% |
| 3Y | +122.7% | +66.9% | +55.8% | +93.4% |
| 5Y | +202.0% | -27.2% | +229.2% | +207.9% |
| All | +283.3% | +205.2% | +78.1% | +181.7% |
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