+262.1%
TEVA vs WST
-11.8%
+273.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.5% | -1.5% |
| 7D | -0.7% | +0.4% | -1.2% | -0.8% |
| 30D | -0.4% | -2.0% | +1.7% | -0.2% |
| 3M | +8.2% | +4.1% | +4.2% | +8.0% |
| 6M | +15.3% | +47.4% | -32.1% | +12.9% |
| YTD | +16.5% | +25.4% | -8.9% | +14.9% |
| 1Y | +85.7% | +35.3% | +50.4% | +82.3% |
| All | +262.1% | -11.8% | +273.9% | +241.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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