-25.0%
TEVA vs GWW
+570.2%
-595.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.4% | +1.8% |
| 7D | +2.0% | -3.4% | +5.4% | +3.3% |
| 30D | +1.0% | -1.9% | +2.9% | +1.5% |
| 3M | +7.3% | -2.4% | +9.7% | +7.7% |
| 6M | +21.7% | +15.7% | +6.0% | +14.3% |
| YTD | +18.8% | +27.6% | -8.8% | +7.2% |
| 1Y | +86.5% | +27.2% | +59.3% | +68.2% |
| 3Y | +269.4% | +89.7% | +179.8% | +174.8% |
| 5Y | +303.6% | +223.9% | +79.7% | +134.4% |
| All | -25.0% | +570.2% | -595.1% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 10y: compounded portfolio wealth divided by compounded GWW 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…
10y analysis · Full analysis span regression · 6 months rolling