+96.8%
TEVA vs NWSA
+5.5%
+91.2%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.5% |
| 7D | -0.2% | -1.9% | +1.7% | 0.0% |
| 30D | +4.7% | +4.6% | +0.1% | +4.2% |
| 3M | +5.6% | +13.2% | -7.6% | +4.3% |
| 6M | +10.5% | +27.0% | -16.5% | +8.1% |
| YTD | +16.5% | +16.8% | -0.3% | +14.3% |
| 1Y | +96.8% | +4.5% | +92.2% | +94.8% |
| All | +96.8% | +5.5% | +91.2% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling