+625.2%
TEAM vs WST
+579.5%
+45.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | -16.9% | +4.9% | -21.8% | -18.7% |
| 30D | -26.8% | +10.7% | -37.5% | -30.0% |
| 3M | -1.9% | +16.8% | -18.7% | -8.4% |
| 6M | +79.2% | +32.0% | +47.2% | +58.4% |
| YTD | -6.1% | +49.9% | -56.0% | -22.4% |
| 1Y | -2.1% | +50.6% | -52.7% | -19.5% |
| 3Y | -13.6% | +21.4% | -35.0% | -31.7% |
| 5Y | -65.8% | -0.6% | -65.2% | -69.8% |
| 10Y | +454.0% | +449.4% | +4.6% | +114.1% |
| All | +625.2% | +579.5% | +45.7% | +171.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling