-2.3%
SW vs TEVA
+281.5%
-283.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | -5.1% | -0.2% | -4.9% | -5.1% |
| 30D | -4.6% | +4.7% | -9.3% | -5.2% |
| 3M | +9.4% | +5.6% | +3.8% | +8.4% |
| 6M | +3.5% | +10.5% | -7.0% | +1.7% |
| YTD | +22.0% | +16.5% | +5.5% | +18.8% |
| 1Y | +2.2% | +96.8% | -94.5% | -7.6% |
| 3Y | +19.6% | +269.5% | -249.9% | -0.2% |
| All | -2.3% | +281.5% | -283.9% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling