-53.8%
TEAM vs WAT
-4.5%
-49.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.6% | -5.4% | -6.1% |
| 7D | -5.7% | -0.7% | -5.0% | -5.2% |
| 30D | +18.3% | -1.0% | +19.3% | +19.1% |
| 3M | +80.2% | +10.9% | +69.3% | +69.8% |
| 6M | +111.0% | +33.2% | +77.8% | +77.6% |
| YTD | +8.8% | +6.1% | +2.7% | +3.7% |
| 1Y | +2.2% | +30.2% | -28.1% | -15.4% |
| 3Y | -14.6% | +52.9% | -67.5% | -42.4% |
| 5Y | -53.8% | -5.1% | -48.7% | -54.8% |
| All | -53.8% | -4.5% | -49.3% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling