+755.0%
SW vs TEVA
-0.8%
+755.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.3% |
| 7D | -5.1% | -0.2% | -4.9% | -5.1% |
| 30D | -4.6% | +4.7% | -9.3% | -4.9% |
| 3M | +9.4% | +5.6% | +3.8% | +8.9% |
| 6M | +3.5% | +10.5% | -7.0% | +2.6% |
| YTD | +22.0% | +16.5% | +5.5% | +20.5% |
| 1Y | +2.2% | +96.8% | -94.5% | -2.7% |
| 3Y | +19.6% | +269.5% | -249.9% | +9.6% |
| 5Y | -2.3% | +283.5% | -285.9% | -11.4% |
| 10Y | +181.4% | -25.9% | +207.3% | +158.9% |
| All | +755.0% | -0.8% | +755.8% | +722.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling