+688.8%
TEVA vs WCC
+1,675.2%
-986.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.9% | -0.8% |
| 7D | -0.7% | +1.7% | -2.4% | -1.0% |
| 30D | -0.4% | -6.1% | +5.7% | +0.6% |
| 3M | +8.2% | +3.1% | +5.2% | +7.0% |
| 6M | +15.3% | +28.2% | -12.9% | +9.2% |
| YTD | +16.5% | +41.1% | -24.6% | +8.3% |
| 1Y | +85.7% | +61.3% | +24.5% | +68.3% |
| 3Y | +277.9% | +123.6% | +154.2% | +212.7% |
| 5Y | +295.5% | +214.8% | +80.8% | +201.9% |
| 10Y | -24.5% | +513.6% | -538.1% | -51.1% |
| All | +688.8% | +1,675.2% | -986.5% | +293.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling