+875.2%
TEVA vs WAT
+10,694.9%
-9,819.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.2% | +0.1% |
| 7D | -1.7% | -1.8% | +0.1% | -1.3% |
| 30D | +2.0% | -1.7% | +3.7% | +2.3% |
| 3M | +7.0% | +9.1% | -2.1% | +5.0% |
| 6M | +17.0% | +32.4% | -15.4% | +9.8% |
| YTD | +18.1% | +6.6% | +11.5% | +15.5% |
| 1Y | +87.2% | +34.7% | +52.5% | +74.1% |
| 3Y | +283.1% | +53.6% | +229.5% | +240.5% |
| 5Y | +298.4% | -4.1% | +302.5% | +285.2% |
| 10Y | -23.4% | +167.9% | -191.3% | -39.2% |
| All | +875.2% | +10,694.9% | -9,819.8% | +435.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling