+802.8%
TEAM vs WST
+461.3%
+341.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.3% |
| 7D | -0.4% | +0.7% | -1.2% | -0.7% |
| 30D | +67.3% | -3.1% | +70.4% | +69.7% |
| 3M | +86.8% | +7.2% | +79.6% | +80.7% |
| 6M | +146.8% | +36.8% | +110.0% | +112.9% |
| YTD | +16.9% | +23.8% | -6.9% | +4.8% |
| 1Y | +12.8% | +37.8% | -25.0% | -4.7% |
| 3Y | -7.3% | -15.9% | +8.6% | -11.3% |
| 5Y | -50.7% | -25.8% | -24.9% | -50.2% |
| 10Y | +529.8% | +319.6% | +210.2% | +174.5% |
| All | +802.8% | +461.3% | +341.4% | +266.9% |
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