+1,654.8%
WULF vs TGT
+4,714.3%
-3,059.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.1% | -4.6% | -5.6% |
| 7D | -0.6% | -5.0% | +4.5% | +0.1% |
| 30D | -3.6% | +3.0% | -6.7% | -4.2% |
| 3M | -30.4% | +22.6% | -53.0% | -32.5% |
| 6M | +12.5% | +31.2% | -18.7% | +8.1% |
| YTD | +40.5% | +63.7% | -23.2% | +31.2% |
| 1Y | +53.0% | +78.5% | -25.5% | +41.1% |
| 3Y | +796.7% | +40.5% | +756.1% | +747.8% |
| 5Y | -30.9% | -25.6% | -5.3% | -31.8% |
| 10Y | +76.1% | +204.7% | -128.6% | +62.9% |
| All | +1,654.8% | +4,714.3% | -3,059.5% | +1,420.0% |
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 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