+993.5%
TEVA vs WAB
+4,053.8%
-3,060.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | -0.4% | -5.9% | +5.5% | +1.0% |
| 3M | +8.2% | +9.4% | -1.1% | +5.6% |
| 6M | +15.3% | +13.8% | +1.5% | +11.4% |
| YTD | +16.5% | +31.8% | -15.3% | +8.8% |
| 1Y | +85.7% | +48.5% | +37.2% | +68.8% |
| 3Y | +277.9% | +167.0% | +110.9% | +199.3% |
| 5Y | +295.5% | +222.3% | +73.2% | +200.8% |
| 10Y | -24.5% | +289.6% | -314.1% | -46.1% |
| All | +993.5% | +4,053.8% | -3,060.3% | +451.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling