+298.4%
WMB vs TEVA
-22.9%
+321.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.3% | +0.4% |
| 7D | -1.0% | +2.0% | -3.0% | -1.4% |
| 30D | -0.4% | +1.0% | -1.4% | -0.7% |
| 3M | +3.2% | +7.3% | -4.1% | +1.6% |
| 6M | +0.1% | +21.7% | -21.7% | -4.2% |
| YTD | +23.9% | +18.8% | +5.0% | +18.9% |
| 1Y | +27.6% | +86.5% | -58.9% | +11.8% |
| 3Y | +141.9% | +269.4% | -127.5% | +77.0% |
| 5Y | +273.8% | +303.6% | -29.8% | +158.6% |
| All | +298.4% | -22.9% | +321.3% | +189.0% |
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