+23.7%
WMB vs TEVA
+106.6%
-82.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.1% | -6.2% | -6.4% |
| 7D | -8.6% | +4.7% | -13.3% | -8.8% |
| 30D | -4.2% | +5.5% | -9.7% | -4.3% |
| 3M | -4.4% | +21.6% | -26.0% | -5.0% |
| 6M | -8.7% | +18.4% | -27.1% | -9.1% |
| YTD | +15.4% | +34.1% | -18.7% | +14.0% |
| 1Y | +23.7% | +104.5% | -80.8% | +17.6% |
| All | +23.7% | +106.6% | -82.8% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling