+299.2%
TEVA vs WST
-23.9%
+323.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.5% | +2.0% |
| 7D | +2.0% | +1.8% | +0.2% | +1.7% |
| 30D | +1.0% | -1.7% | +2.7% | +1.2% |
| 3M | +7.3% | +4.9% | +2.4% | +6.5% |
| 6M | +21.7% | +45.5% | -23.8% | +15.2% |
| YTD | +18.8% | +26.1% | -7.3% | +14.5% |
| 1Y | +86.5% | +31.7% | +54.8% | +78.0% |
| 3Y | +269.4% | -12.1% | +281.5% | +265.0% |
| All | +299.2% | -23.9% | +323.2% | +265.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling