+3,955.7%
WEC vs TEVA
+6,895.5%
-2,939.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.7% |
| 7D | -1.3% | -0.7% | -0.5% | -1.2% |
| 30D | -0.4% | -0.4% | 0.0% | -0.4% |
| 3M | -6.8% | +8.2% | -15.0% | -7.3% |
| 6M | -6.4% | +15.3% | -21.7% | -7.4% |
| YTD | +2.5% | +16.5% | -14.0% | +1.3% |
| 1Y | -0.4% | +85.7% | -86.1% | -4.3% |
| 3Y | +38.5% | +277.9% | -239.3% | +26.2% |
| 5Y | +31.7% | +295.5% | -263.9% | +18.4% |
| 10Y | +146.6% | -24.5% | +171.0% | +137.9% |
| All | +3,955.7% | +6,895.5% | -2,939.8% | +2,992.6% |
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