+145.0%
WFC vs TEVA
-22.9%
+167.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.5% |
| 7D | +0.4% | +2.0% | -1.7% | 0.0% |
| 30D | +1.5% | +1.0% | +0.6% | +1.3% |
| 3M | +10.2% | +7.3% | +2.9% | +8.3% |
| 6M | +18.8% | +21.7% | -2.9% | +13.4% |
| YTD | -1.5% | +18.8% | -20.4% | -5.6% |
| 1Y | +13.5% | +86.5% | -72.9% | -1.2% |
| 3Y | +135.0% | +269.4% | -134.5% | +69.7% |
| 5Y | +130.1% | +303.6% | -173.5% | +57.5% |
| All | +145.0% | -22.9% | +167.9% | +89.1% |
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 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