-25.0%
TEVA vs WAT
+170.9%
-195.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.4% | +1.4% |
| 7D | +2.0% | -0.3% | +2.3% | +2.1% |
| 30D | +1.0% | -1.9% | +2.8% | +1.6% |
| 3M | +7.3% | +13.5% | -6.2% | +2.4% |
| 6M | +21.7% | +37.2% | -15.5% | +7.2% |
| YTD | +18.8% | +7.5% | +11.3% | +13.9% |
| 1Y | +86.5% | +35.0% | +51.5% | +62.9% |
| 3Y | +269.4% | +55.1% | +214.3% | +187.6% |
| 5Y | +303.6% | -2.8% | +306.4% | +278.9% |
| All | -25.0% | +170.9% | -195.9% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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