+17,600.4%
WDC vs TEVA
+6,895.5%
+10,704.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.1% | -4.1% |
| 7D | +4.4% | -0.7% | +5.2% | +4.6% |
| 30D | +5.3% | -0.4% | +5.6% | +5.3% |
| 3M | -5.9% | +8.2% | -14.2% | -8.5% |
| 6M | +73.2% | +15.3% | +57.9% | +65.6% |
| YTD | +167.8% | +16.5% | +151.4% | +156.0% |
| 1Y | +386.0% | +85.7% | +300.2% | +311.6% |
| 3Y | +1,309.7% | +277.9% | +1,031.8% | +862.9% |
| 5Y | +957.1% | +295.5% | +661.6% | +595.9% |
| 10Y | +1,246.7% | -24.5% | +1,271.2% | +1,057.5% |
| All | +17,600.4% | +6,895.5% | +10,704.9% | +8,506.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling