+61.9%
WM vs TEVA
+368.9%
-307.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.1% | -0.2% |
| 7D | +3.2% | +4.4% | -1.2% | +3.0% |
| 30D | +13.0% | +9.3% | +3.7% | +12.6% |
| 3M | +9.2% | +21.9% | -12.6% | +8.3% |
| 6M | +13.6% | +22.8% | -9.1% | +12.6% |
| YTD | +12.4% | +42.6% | -30.2% | +10.5% |
| 1Y | +21.2% | +74.2% | -53.0% | +18.1% |
| 3Y | +48.7% | +404.5% | -355.9% | +33.1% |
| All | +61.9% | +368.9% | -307.0% | +51.2% |
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