-65.3%
TEAM vs WST
-0.1%
-65.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +1.9% | -18.0% | -16.8% |
| 7D | -19.8% | -3.1% | -16.7% | -19.0% |
| 30D | -21.5% | +9.1% | -30.6% | -24.0% |
| 3M | +39.5% | +14.7% | +24.8% | +32.6% |
| 6M | +73.1% | +28.0% | +45.1% | +57.6% |
| YTD | -5.2% | +45.6% | -50.9% | -18.6% |
| 1Y | -1.6% | +45.7% | -47.2% | -15.6% |
| 3Y | -11.4% | +21.1% | -32.5% | -29.1% |
| All | -65.3% | -0.1% | -65.1% | -63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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