+11.4%
WBD vs TEVA
-22.9%
+34.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -1.0% |
| 7D | -0.7% | +2.0% | -2.8% | -1.2% |
| 30D | +1.4% | +1.0% | +0.5% | +1.1% |
| 3M | +4.4% | +7.3% | -2.9% | +2.3% |
| 6M | +0.8% | +21.7% | -20.9% | -4.4% |
| YTD | -2.7% | +18.8% | -21.5% | -7.5% |
| 1Y | +73.4% | +86.5% | -13.1% | +47.1% |
| 3Y | +142.1% | +269.4% | -127.3% | +67.2% |
| 5Y | +7.2% | +303.6% | -296.4% | -29.0% |
| All | +11.4% | -22.9% | +34.3% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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