+916.1%
WDC vs TEVA
+300.5%
+615.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.0% | -5.0% | -3.6% |
| 7D | -4.3% | +2.0% | -6.3% | -4.9% |
| 30D | -1.5% | +1.0% | -2.4% | -1.9% |
| 3M | -15.5% | +7.3% | -22.8% | -17.9% |
| 6M | +66.5% | +21.7% | +44.7% | +55.1% |
| YTD | +159.9% | +18.8% | +141.0% | +144.5% |
| 1Y | +366.0% | +86.5% | +279.5% | +282.9% |
| 3Y | +1,285.8% | +269.4% | +1,016.4% | +760.6% |
| All | +916.1% | +300.5% | +615.6% | +479.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling