+9.2%
WEC vs TEVA
+106.6%
-97.4%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.5% | +2.3% |
| 7D | +6.9% | +4.7% | +2.2% | +6.9% |
| 30D | +16.6% | +5.5% | +11.1% | +16.6% |
| 3M | +9.1% | +21.6% | -12.5% | +9.2% |
| 6M | +3.2% | +18.4% | -15.2% | +3.3% |
| YTD | +14.9% | +34.1% | -19.2% | +15.0% |
| 1Y | +9.2% | +104.5% | -95.4% | +9.0% |
| All | +9.2% | +106.6% | -97.4% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling