-53.1%
TEAM vs WPM
+261.4%
-314.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.3% | +0.6% |
| 7D | -4.7% | +3.9% | -8.5% | -5.2% |
| 30D | +17.0% | +17.7% | -0.6% | +14.1% |
| 3M | +85.9% | +39.4% | +46.5% | +77.8% |
| 6M | +116.7% | +6.4% | +110.2% | +113.0% |
| YTD | +9.6% | +34.0% | -24.4% | +2.1% |
| 1Y | -2.5% | +50.5% | -53.0% | -12.0% |
| 3Y | -14.0% | +280.3% | -294.3% | -40.6% |
| 5Y | -53.1% | +266.3% | -319.4% | -66.2% |
| All | -53.1% | +261.4% | -314.4% | -66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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