+142.0%
WEC vs TEVA
-22.9%
+165.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.1% | -0.1% |
| 7D | -0.6% | +2.0% | -2.6% | -0.6% |
| 30D | -2.6% | +1.0% | -3.6% | -2.7% |
| 3M | -6.0% | +7.3% | -13.4% | -6.2% |
| 6M | -5.4% | +21.7% | -27.1% | -6.0% |
| YTD | +2.5% | +18.8% | -16.4% | +1.9% |
| 1Y | -0.7% | +86.5% | -87.2% | -2.4% |
| 3Y | +38.7% | +269.4% | -230.7% | +32.9% |
| 5Y | +31.7% | +303.6% | -271.9% | +25.4% |
| All | +142.0% | -22.9% | +165.0% | +140.9% |
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