+104.5%
TEVA vs WU
-18.0%
+122.5%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.4% | -5.6% | -0.3% |
| 7D | +4.7% | +8.2% | -3.5% | +4.5% |
| 30D | +5.5% | +8.0% | -2.5% | +5.2% |
| 3M | +21.6% | -6.6% | +28.2% | +22.2% |
| 6M | +18.4% | -23.3% | +41.6% | +20.0% |
| YTD | +34.1% | -22.4% | +56.5% | +36.5% |
| 1Y | +104.5% | -18.0% | +122.5% | +109.3% |
| All | +104.5% | -18.0% | +122.5% | +109.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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