+127.3%
TEVA vs WETO
-99.4%
+226.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.4% | +7.5% | +2.0% |
| 7D | +2.0% | -4.3% | +6.3% | +2.0% |
| 30D | +1.0% | -39.9% | +40.9% | +1.4% |
| 3M | +7.3% | -97.9% | +105.2% | +9.3% |
| 6M | +21.7% | -95.0% | +116.8% | +24.8% |
| YTD | +18.8% | -97.2% | +116.0% | +20.6% |
| 1Y | +86.5% | -98.9% | +185.4% | +86.1% |
| All | +127.3% | -99.4% | +226.7% | +126.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 3y: compounded portfolio wealth divided by compounded WETO 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…
3y analysis · Full analysis span regression · 6 months rolling