+637.6%
TEAM vs W
+157.0%
+480.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.6% | -3.8% | -0.4% |
| 7D | -17.2% | +3.3% | -20.5% | -18.1% |
| 30D | -25.1% | +10.5% | -35.6% | -27.3% |
| 3M | +3.9% | +9.6% | -5.7% | +0.8% |
| 6M | +69.1% | +76.4% | -7.3% | +41.4% |
| YTD | -4.5% | +16.4% | -20.9% | -12.1% |
| 1Y | -1.9% | +9.3% | -11.2% | -8.7% |
| 3Y | -9.3% | +172.8% | -182.1% | -41.0% |
| 5Y | -65.2% | -53.4% | -11.8% | -70.4% |
| 10Y | +467.0% | +243.6% | +223.3% | +168.1% |
| All | +637.6% | +157.0% | +480.6% | +296.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling