+269.4%
TEVA vs WPM
+267.3%
+2.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | 0.0% | +1.7% |
| 7D | +2.0% | -0.6% | +2.6% | +2.1% |
| 30D | +1.0% | +14.4% | -13.5% | -1.1% |
| 3M | +7.3% | +37.0% | -29.7% | +2.1% |
| 6M | +21.7% | +4.1% | +17.6% | +20.3% |
| YTD | +18.8% | +31.7% | -12.9% | +12.6% |
| 1Y | +86.5% | +44.2% | +42.3% | +73.5% |
| 3Y | +269.4% | +265.5% | +3.9% | +202.3% |
| All | +269.4% | +267.3% | +2.1% | +202.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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