-25.0%
TEVA vs WING
+407.7%
-432.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.0% | -3.9% | +1.1% |
| 7D | +2.0% | +7.2% | -5.2% | +0.9% |
| 30D | +1.0% | +4.8% | -3.8% | 0.0% |
| 3M | +7.3% | -23.7% | +31.0% | +11.2% |
| 6M | +21.7% | -43.6% | +65.3% | +31.7% |
| YTD | +18.8% | -50.6% | +69.4% | +30.2% |
| 1Y | +86.5% | -57.0% | +143.5% | +108.2% |
| 3Y | +269.4% | -28.3% | +297.7% | +250.6% |
| 5Y | +303.6% | -32.4% | +336.0% | +265.0% |
| All | -25.0% | +407.7% | -432.7% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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