-25.0%
TEVA vs NWSA
+149.4%
-174.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | +2.0% | -2.8% | +4.8% | +3.2% |
| 30D | +1.0% | +3.0% | -2.1% | -0.3% |
| 3M | +7.3% | +12.3% | -5.0% | +1.8% |
| 6M | +21.7% | +21.9% | -0.1% | +11.4% |
| YTD | +18.8% | +13.6% | +5.3% | +11.4% |
| 1Y | +86.5% | +0.5% | +86.0% | +83.3% |
| 3Y | +269.4% | +43.8% | +225.7% | +204.9% |
| 5Y | +303.6% | +41.2% | +262.4% | +225.5% |
| All | -25.0% | +149.4% | -174.3% | -58.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling