-53.1%
TEAM vs WCN
+27.0%
-80.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.4% |
| 7D | -4.7% | -1.7% | -2.9% | -3.6% |
| 30D | +17.0% | -3.0% | +20.0% | +19.3% |
| 3M | +85.9% | +2.5% | +83.4% | +83.1% |
| 6M | +116.7% | -5.7% | +122.3% | +123.5% |
| YTD | +9.6% | -7.4% | +17.1% | +14.2% |
| 1Y | -2.5% | -8.6% | +6.1% | +2.0% |
| 3Y | -14.0% | +19.4% | -33.4% | -33.5% |
| 5Y | -53.1% | +27.2% | -80.3% | -67.0% |
| All | -53.1% | +27.0% | -80.1% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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