+48.9%
WM vs TEVA
+300.5%
-251.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.3% |
| 7D | -2.1% | +2.0% | -4.1% | -2.2% |
| 30D | -5.3% | +1.0% | -6.2% | -5.3% |
| 3M | -2.0% | +7.3% | -9.3% | -2.4% |
| 6M | -8.6% | +21.7% | -30.3% | -9.6% |
| YTD | -1.6% | +18.8% | -20.4% | -2.6% |
| 1Y | -1.2% | +86.5% | -87.7% | -4.5% |
| 3Y | +41.9% | +269.4% | -227.5% | +28.9% |
| All | +48.9% | +300.5% | -251.6% | +32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling