+441.0%
TEAM vs W
+228.8%
+212.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.7% | -0.3% | -3.1% |
| 7D | -22.2% | +1.1% | -23.3% | -22.6% |
| 30D | -28.1% | +6.4% | -34.6% | -29.5% |
| 3M | -2.2% | +9.0% | -11.1% | -4.9% |
| 6M | +62.2% | +69.8% | -7.6% | +37.0% |
| YTD | -8.4% | +12.1% | -20.4% | -14.8% |
| 1Y | -6.6% | 0.0% | -6.6% | -11.0% |
| 3Y | -15.7% | +160.3% | -176.0% | -44.6% |
| 5Y | -65.7% | -53.3% | -12.4% | -71.0% |
| 10Y | +441.0% | +217.0% | +224.0% | +207.1% |
| All | +441.0% | +228.8% | +212.1% | +207.1% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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