+220.0%
TEVA vs WTW
+1,102.0%
-882.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +2.0% | +2.0% |
| 7D | +2.0% | -5.7% | +7.7% | +3.7% |
| 30D | +1.0% | -7.3% | +8.2% | +3.0% |
| 3M | +7.3% | +21.5% | -14.1% | +1.2% |
| 6M | +21.7% | +9.6% | +12.1% | +17.7% |
| YTD | +18.8% | -3.3% | +22.1% | +18.5% |
| 1Y | +86.5% | -6.1% | +92.6% | +87.4% |
| 3Y | +269.4% | +61.8% | +207.6% | +211.8% |
| 5Y | +303.6% | +42.7% | +260.9% | +252.0% |
| 10Y | -22.9% | +197.2% | -220.2% | -44.4% |
| All | +220.0% | +1,102.0% | -882.0% | +102.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling