+631.8%
TEAM vs WST
+560.1%
+71.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +1.9% | -18.0% | -16.9% |
| 7D | -19.8% | -3.1% | -16.7% | -18.9% |
| 30D | -21.5% | +9.1% | -30.6% | -24.5% |
| 3M | +39.5% | +14.7% | +24.8% | +31.5% |
| 6M | +73.1% | +28.0% | +45.1% | +55.0% |
| YTD | -5.2% | +45.6% | -50.9% | -20.8% |
| 1Y | -1.6% | +45.7% | -47.2% | -18.0% |
| 3Y | -11.4% | +21.1% | -32.5% | -30.4% |
| 5Y | -65.1% | +0.3% | -65.4% | -69.4% |
| 10Y | +471.3% | +449.0% | +22.3% | +121.1% |
| All | +631.8% | +560.1% | +71.7% | +177.2% |
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 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