+104.5%
TEVA vs WTW
+8.6%
+95.9%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -0.4% |
| 7D | +4.7% | +4.9% | -0.2% | +4.2% |
| 30D | +5.5% | +17.1% | -11.6% | +3.8% |
| 3M | +21.6% | -0.3% | +21.9% | +21.7% |
| 6M | +18.4% | +30.7% | -12.3% | +15.2% |
| YTD | +34.1% | +3.7% | +30.4% | +34.3% |
| 1Y | +104.5% | +5.9% | +98.7% | +105.7% |
| All | +104.5% | +8.6% | +95.9% | +105.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 1y: compounded portfolio wealth divided by compounded WTW 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…
1y analysis · Full analysis span regression · 6 months rolling