+607.6%
TEAM vs WAT
+267.2%
+340.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.8% | -3.9% |
| 7D | -22.2% | +3.4% | -25.6% | -23.6% |
| 30D | -28.1% | +9.6% | -37.8% | -31.4% |
| 3M | -2.2% | +15.5% | -17.6% | -9.2% |
| 6M | +62.2% | +33.9% | +28.3% | +39.3% |
| YTD | -8.4% | +25.2% | -33.5% | -19.8% |
| 1Y | -6.6% | +26.3% | -32.9% | -18.8% |
| 3Y | -15.7% | +85.8% | -101.5% | -43.6% |
| 5Y | -65.7% | +35.3% | -101.0% | -72.8% |
| 10Y | +441.0% | +231.8% | +209.2% | +159.5% |
| All | +607.6% | +267.2% | +340.5% | +179.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling