-66.3%
TEAM vs WAB
+223.3%
-289.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.8% | -5.8% | -4.9% |
| 7D | -22.2% | +4.0% | -26.2% | -23.8% |
| 30D | -28.1% | +6.3% | -34.5% | -30.4% |
| 3M | -2.2% | +3.3% | -5.4% | -4.3% |
| 6M | +62.2% | +14.5% | +47.8% | +46.6% |
| YTD | -8.4% | +42.7% | -51.0% | -32.1% |
| 1Y | -6.6% | +45.2% | -51.8% | -31.8% |
| 3Y | -15.7% | +173.8% | -189.5% | -65.1% |
| All | -66.3% | +223.3% | -289.6% | -88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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