+847.9%
TEVA vs WCN
+6,623.4%
-5,775.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | +2.0% | -3.1% | +5.1% | +2.6% |
| 30D | +1.0% | -3.4% | +4.3% | +1.6% |
| 3M | +7.3% | +3.0% | +4.4% | +6.7% |
| 6M | +21.7% | -3.8% | +25.5% | +22.3% |
| YTD | +18.8% | -8.3% | +27.2% | +20.4% |
| 1Y | +86.5% | -9.7% | +96.2% | +89.2% |
| 3Y | +269.4% | +17.2% | +252.3% | +254.0% |
| 5Y | +303.6% | +25.3% | +278.3% | +281.1% |
| 10Y | -22.9% | +235.4% | -258.3% | -38.4% |
| All | +847.9% | +6,623.4% | -5,775.5% | +467.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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