+614.2%
TEAM vs WCN
+476.6%
+137.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.4% | +2.6% | -5.0% | -3.8% |
| 30D | -26.7% | +23.9% | -50.7% | -35.5% |
| 3M | -9.6% | +17.4% | -27.1% | -18.0% |
| 6M | +86.0% | +28.0% | +58.0% | +60.0% |
| YTD | -7.5% | +11.6% | -19.0% | -14.5% |
| 1Y | -1.4% | +16.9% | -18.2% | -11.6% |
| 3Y | -14.3% | +51.6% | -65.9% | -37.5% |
| 5Y | -66.3% | +48.0% | -114.3% | -74.9% |
| 10Y | +445.6% | +322.6% | +123.0% | +134.4% |
| All | +614.2% | +476.6% | +137.7% | +184.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling