-53.8%
TEAM vs WWD
+192.1%
-245.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.0% | -4.9% | -6.3% |
| 7D | -5.7% | +0.8% | -6.5% | -5.9% |
| 30D | +18.3% | -6.4% | +24.8% | +20.7% |
| 3M | +80.2% | -5.6% | +85.8% | +80.6% |
| 6M | +111.0% | -9.1% | +120.1% | +110.4% |
| YTD | +8.8% | +12.5% | -3.7% | -4.5% |
| 1Y | +2.2% | +41.3% | -39.2% | -22.3% |
| 3Y | -14.6% | +170.2% | -184.8% | -58.4% |
| 5Y | -53.8% | +192.5% | -246.3% | -81.0% |
| All | -53.8% | +192.1% | -245.9% | -81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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