-53.8%
TEAM vs WAB
+231.1%
-284.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.6% | -7.5% | -7.2% |
| 7D | -5.7% | +1.7% | -7.3% | -6.4% |
| 30D | +18.3% | -2.4% | +20.8% | +19.5% |
| 3M | +80.2% | +9.7% | +70.5% | +67.5% |
| 6M | +111.0% | +16.5% | +94.5% | +83.8% |
| YTD | +8.8% | +33.7% | -24.9% | -15.7% |
| 1Y | +2.2% | +49.7% | -47.5% | -27.7% |
| 3Y | -14.6% | +170.9% | -185.5% | -63.7% |
| 5Y | -53.8% | +228.0% | -281.8% | -83.2% |
| All | -53.8% | +231.1% | -284.8% | -83.2% |
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