+40.1%
SW vs TEVA
+417.4%
-377.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.3% |
| 7D | -2.9% | +4.4% | -7.4% | -3.7% |
| 30D | +5.0% | +9.3% | -4.3% | +3.2% |
| 3M | -13.7% | +21.9% | -35.5% | -17.0% |
| 6M | +8.0% | +22.8% | -14.7% | +3.6% |
| YTD | +14.0% | +42.6% | -28.6% | +5.7% |
| 1Y | +25.6% | +74.2% | -48.6% | +12.3% |
| 3Y | +40.1% | +404.5% | -364.4% | +6.7% |
| All | +40.1% | +417.4% | -377.3% | +6.7% |
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 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