+28.2%
SW vs TEVA
+78.5%
-50.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | +1.8% | +5.6% | -3.8% | +0.4% |
| 30D | +7.0% | +4.5% | +2.5% | +5.8% |
| 3M | -7.6% | +21.5% | -29.2% | -12.2% |
| 6M | +8.5% | +20.3% | -11.7% | +4.5% |
| YTD | +17.7% | +37.7% | -20.0% | +2.6% |
| All | +28.2% | +78.5% | -50.3% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 1y: compounded portfolio wealth divided by compounded TEVA 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…
1y analysis · Full analysis span regression · 6 months rolling