+1,502.4%
TEVA vs WWD
+14,805.6%
-13,303.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.1% |
| 7D | -0.7% | -2.9% | +2.1% | -0.2% |
| 30D | -0.4% | -6.6% | +6.2% | +1.0% |
| 3M | +8.2% | -9.3% | +17.6% | +9.9% |
| 6M | +15.3% | -13.6% | +28.9% | +18.1% |
| YTD | +16.5% | +10.4% | +6.1% | +13.1% |
| 1Y | +85.7% | +39.9% | +45.9% | +71.2% |
| 3Y | +277.9% | +165.0% | +112.8% | +202.5% |
| 5Y | +295.5% | +183.8% | +111.7% | +208.9% |
| 10Y | -24.5% | +486.6% | -511.1% | -49.6% |
| All | +1,502.4% | +14,805.6% | -13,303.2% | +556.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling