+299.2%
TEVA vs WAB
+221.8%
+77.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +1.0% | +1.6% |
| 7D | +2.0% | +0.1% | +1.9% | +1.9% |
| 30D | +1.0% | -4.1% | +5.0% | +2.8% |
| 3M | +7.3% | +8.2% | -0.9% | +2.0% |
| 6M | +21.7% | +15.4% | +6.3% | +11.4% |
| YTD | +18.8% | +33.1% | -14.3% | +0.9% |
| 1Y | +86.5% | +48.1% | +38.4% | +49.6% |
| 3Y | +269.4% | +167.7% | +101.7% | +99.2% |
| All | +299.2% | +221.8% | +77.5% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 5y: compounded portfolio wealth divided by compounded WAB 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…
5y analysis · Full analysis span regression · 6 months rolling