-9.3%
TEAM vs WAT
+85.3%
-94.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.4% | -0.8% |
| 7D | -17.2% | +6.0% | -23.2% | -19.2% |
| 30D | -25.1% | +9.9% | -35.0% | -27.8% |
| 3M | +3.9% | +17.2% | -13.3% | -2.6% |
| 6M | +69.1% | +34.2% | +34.9% | +50.1% |
| YTD | -4.5% | +25.5% | -30.0% | -13.3% |
| 1Y | -1.9% | +28.3% | -30.1% | -11.9% |
| 3Y | -9.3% | +88.4% | -97.7% | -35.6% |
| All | -9.3% | +85.3% | -94.6% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 3y: compounded portfolio wealth divided by compounded WAT 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…
3y analysis · Full analysis span regression · 6 months rolling