+502.9%
TEAM vs W
+142.4%
+360.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.7% |
| 7D | -4.7% | +5.9% | -10.6% | -6.1% |
| 30D | +17.0% | -3.0% | +20.1% | +17.8% |
| 3M | +85.9% | +40.3% | +45.6% | +67.0% |
| 6M | +116.7% | +32.2% | +84.4% | +95.4% |
| YTD | +9.6% | -0.3% | +9.9% | +5.6% |
| 1Y | -2.5% | +16.2% | -18.7% | -11.5% |
| 3Y | -14.0% | +40.7% | -54.7% | -33.3% |
| 5Y | -53.1% | -62.3% | +9.3% | -58.3% |
| 10Y | +502.9% | +162.2% | +340.7% | +246.2% |
| All | +502.9% | +142.4% | +360.6% | +246.2% |
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