+607.6%
TEAM vs WAB
+340.2%
+267.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.8% | -5.8% | -4.5% |
| 7D | -22.2% | +4.0% | -26.2% | -23.1% |
| 30D | -28.1% | +6.3% | -34.5% | -29.4% |
| 3M | -2.2% | +3.3% | -5.4% | -3.3% |
| 6M | +62.2% | +14.5% | +47.8% | +54.1% |
| YTD | -8.4% | +42.7% | -51.0% | -20.0% |
| 1Y | -6.6% | +45.2% | -51.8% | -19.0% |
| 3Y | -15.7% | +173.8% | -189.5% | -39.4% |
| 5Y | -65.7% | +223.8% | -289.5% | -76.5% |
| 10Y | +441.0% | +280.5% | +160.5% | +234.7% |
| All | +607.6% | +340.2% | +267.4% | +270.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling