+299.2%
TEVA vs WPM
+263.6%
+35.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | 0.0% | +1.6% |
| 7D | +2.0% | -0.6% | +2.6% | +2.1% |
| 30D | +1.0% | +14.4% | -13.5% | -1.8% |
| 3M | +7.3% | +37.0% | -29.7% | +0.5% |
| 6M | +21.7% | +4.1% | +17.6% | +19.7% |
| YTD | +18.8% | +31.7% | -12.9% | +10.4% |
| 1Y | +86.5% | +44.2% | +42.3% | +69.2% |
| 3Y | +269.4% | +265.5% | +3.9% | +164.2% |
| All | +299.2% | +263.6% | +35.6% | +172.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling