-53.8%
TEAM vs W
-63.0%
+9.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.5% | -7.5% | -7.1% |
| 7D | -5.7% | +6.5% | -12.2% | -7.5% |
| 30D | +18.3% | -6.2% | +24.6% | +20.5% |
| 3M | +80.2% | +48.9% | +31.3% | +55.2% |
| 6M | +111.0% | +31.2% | +79.8% | +86.7% |
| YTD | +8.8% | -0.4% | +9.2% | +3.9% |
| 1Y | +2.2% | +14.8% | -12.7% | -9.0% |
| 3Y | -14.6% | +40.5% | -55.1% | -38.0% |
| 5Y | -53.8% | -62.1% | +8.3% | -59.5% |
| All | -53.8% | -63.0% | +9.2% | -59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling