-65.3%
TEAM vs WM
+59.1%
-124.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -2.1% | -14.1% | -15.5% |
| 7D | -19.8% | +1.2% | -21.0% | -20.0% |
| 30D | -21.5% | +13.1% | -34.6% | -24.6% |
| 3M | +39.5% | +3.6% | +35.9% | +37.7% |
| 6M | +73.1% | +8.1% | +65.0% | +68.6% |
| YTD | -5.2% | +8.9% | -14.1% | -8.3% |
| 1Y | -1.6% | +20.3% | -21.9% | -8.4% |
| 3Y | -11.4% | +46.2% | -57.6% | -29.6% |
| All | -65.3% | +59.1% | -124.4% | -74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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