+802.8%
TEAM vs W
+118.6%
+684.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.1% | -3.3% |
| 7D | -0.4% | -4.2% | +3.7% | +0.6% |
| 30D | +67.3% | -7.6% | +74.9% | +70.8% |
| 3M | +86.8% | +37.2% | +49.6% | +68.6% |
| 6M | +146.8% | +26.3% | +120.5% | +125.4% |
| YTD | +16.9% | -1.0% | +17.9% | +12.8% |
| 1Y | +12.8% | +20.1% | -7.3% | +1.5% |
| 3Y | -7.3% | +37.8% | -45.1% | -27.6% |
| 5Y | -50.7% | -63.7% | +12.9% | -55.4% |
| 10Y | +529.8% | +156.3% | +373.5% | +222.3% |
| All | +802.8% | +118.6% | +684.1% | +408.9% |
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