-25.0%
TEVA vs WCC
+541.6%
-566.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.7% | -1.7% | +1.0% |
| 7D | +2.0% | +1.5% | +0.5% | +1.6% |
| 30D | +1.0% | -2.1% | +3.1% | +1.3% |
| 3M | +7.3% | +3.8% | +3.5% | +4.9% |
| 6M | +21.7% | +35.0% | -13.3% | +9.0% |
| YTD | +18.8% | +46.4% | -27.5% | +3.4% |
| 1Y | +86.5% | +63.0% | +23.5% | +56.3% |
| 3Y | +269.4% | +133.9% | +135.5% | +156.5% |
| 5Y | +303.6% | +226.5% | +77.1% | +133.1% |
| All | -25.0% | +541.6% | -566.6% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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