+303.5%
WM vs TEVA
-24.5%
+327.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.7% |
| 7D | -3.1% | -0.7% | -2.4% | -3.1% |
| 30D | -5.3% | -0.4% | -5.0% | -5.3% |
| 3M | -4.2% | +8.2% | -12.5% | -4.8% |
| 6M | -8.1% | +15.3% | -23.4% | -9.1% |
| YTD | -1.4% | +16.5% | -17.9% | -2.7% |
| 1Y | +0.2% | +85.7% | -85.5% | -4.1% |
| 3Y | +43.1% | +277.9% | -234.8% | +28.1% |
| 5Y | +49.8% | +295.5% | -245.7% | +31.8% |
| All | +303.5% | -24.5% | +327.9% | +264.7% |
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