+41.4%
SW vs TEVA
+407.6%
-366.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.9% | -2.1% |
| 7D | -3.0% | +4.5% | -7.5% | -3.8% |
| 30D | +4.2% | +5.8% | -1.6% | +3.0% |
| 3M | -11.5% | +18.8% | -30.3% | -14.5% |
| 6M | +8.6% | +21.9% | -13.3% | +4.3% |
| YTD | +15.0% | +39.9% | -24.9% | +7.0% |
| 1Y | +25.7% | +69.0% | -43.3% | +13.0% |
| All | +41.4% | +407.6% | -366.2% | +8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling