+37.0%
TEVA vs WU
-22.8%
+59.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.6% | -1.2% |
| 7D | -0.7% | -5.0% | +4.2% | +0.5% |
| 30D | -0.4% | -2.3% | +1.9% | +0.1% |
| 3M | +8.2% | -3.2% | +11.5% | +8.0% |
| 6M | +15.3% | -25.0% | +40.4% | +22.5% |
| YTD | +16.5% | -21.7% | +38.1% | +22.0% |
| 1Y | +85.7% | -9.0% | +94.7% | +86.1% |
| 3Y | +277.9% | -28.9% | +306.7% | +296.5% |
| 5Y | +295.5% | -51.0% | +346.6% | +352.8% |
| 10Y | -24.5% | -40.1% | +15.6% | -18.8% |
| All | +37.0% | -22.8% | +59.9% | +34.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling