+6,889.2%
TEVA vs GWW
+14,002.4%
-7,113.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.4% | +1.9% |
| 7D | +2.0% | -3.4% | +5.4% | +3.0% |
| 30D | +1.0% | -1.9% | +2.9% | +1.4% |
| 3M | +7.3% | -2.4% | +9.7% | +7.7% |
| 6M | +21.7% | +15.7% | +6.0% | +16.3% |
| YTD | +18.8% | +27.6% | -8.8% | +10.2% |
| 1Y | +86.5% | +27.2% | +59.3% | +73.0% |
| 3Y | +269.4% | +89.7% | +179.8% | +200.8% |
| 5Y | +303.6% | +223.9% | +79.7% | +179.9% |
| 10Y | -22.9% | +567.1% | -590.1% | -56.7% |
| All | +6,889.2% | +14,002.4% | -7,113.1% | +1,244.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling