+6,889.2%
TEVA vs WSM
+34,573.3%
-27,684.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.9% |
| 7D | +2.0% | -0.5% | +2.5% | +2.1% |
| 30D | +1.0% | -7.7% | +8.7% | +2.1% |
| 3M | +7.3% | +3.8% | +3.6% | +6.6% |
| 6M | +21.7% | +22.7% | -0.9% | +17.8% |
| YTD | +18.8% | +28.0% | -9.2% | +14.1% |
| 1Y | +86.5% | +12.7% | +73.8% | +82.1% |
| 3Y | +269.4% | +231.3% | +38.1% | +201.4% |
| 5Y | +303.6% | +177.2% | +126.4% | +231.2% |
| 10Y | -22.9% | +1,065.8% | -1,088.7% | -49.6% |
| All | +6,889.2% | +34,573.3% | -27,684.1% | +2,345.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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