-25.0%
TEVA vs WWD
+498.2%
-523.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.7% | +1.6% |
| 7D | +2.0% | -2.6% | +4.6% | +2.9% |
| 30D | +1.0% | -6.9% | +7.9% | +3.4% |
| 3M | +7.3% | -13.0% | +20.4% | +11.6% |
| 6M | +21.7% | -12.5% | +34.2% | +25.8% |
| YTD | +18.8% | +11.8% | +7.0% | +11.8% |
| 1Y | +86.5% | +41.1% | +45.4% | +59.9% |
| 3Y | +269.4% | +163.1% | +106.4% | +144.7% |
| 5Y | +303.6% | +187.6% | +116.0% | +150.9% |
| All | -25.0% | +498.2% | -523.2% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling