+26,336.4%
WM vs TEVA
+6,897.5%
+19,438.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.2% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | -2.4% | +4.7% | -7.1% | -2.8% |
| 3M | +0.4% | +5.6% | -5.2% | -0.3% |
| 6M | -9.5% | +10.5% | -20.0% | -10.7% |
| YTD | +0.5% | +16.5% | -16.0% | -1.4% |
| 1Y | -1.1% | +96.8% | -97.8% | -8.2% |
| 3Y | +46.0% | +269.5% | -223.5% | +24.6% |
| 5Y | +51.8% | +283.5% | -231.7% | +26.6% |
| 10Y | +307.5% | -25.9% | +333.5% | +281.8% |
| All | +26,336.4% | +6,897.5% | +19,438.9% | +21,282.5% |
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