-36.6%
TEVA vs WING
+412.0%
-448.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | -0.7% | +0.2% | -1.0% | -0.8% |
| 30D | -0.4% | -0.5% | +0.1% | -0.5% |
| 3M | +8.2% | -23.9% | +32.1% | +12.1% |
| 6M | +15.3% | -48.9% | +64.2% | +26.4% |
| YTD | +16.5% | -53.3% | +69.8% | +28.3% |
| 1Y | +85.7% | -60.3% | +146.0% | +109.1% |
| 3Y | +277.9% | -30.1% | +308.0% | +262.7% |
| 5Y | +295.5% | -36.2% | +331.7% | +265.4% |
| 10Y | -24.5% | +375.3% | -399.7% | -52.3% |
| All | -36.6% | +412.0% | -448.6% | -61.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling