+722.5%
SW vs TEVA
+16.2%
+706.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.1% |
| 7D | +2.3% | +1.2% | +1.1% | +2.2% |
| 30D | +6.8% | +8.8% | -2.0% | +6.1% |
| 3M | -5.2% | +22.4% | -27.6% | -6.6% |
| 6M | +7.4% | +17.3% | -9.8% | +6.1% |
| YTD | +17.4% | +36.5% | -19.1% | +14.6% |
| 1Y | +27.1% | +74.2% | -47.1% | +22.0% |
| 3Y | +47.9% | +370.8% | -323.0% | +33.4% |
| 5Y | -2.6% | +366.7% | -369.3% | -12.7% |
| 10Y | +182.7% | +10.5% | +172.2% | +156.4% |
| All | +722.5% | +16.2% | +706.3% | +682.2% |
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