+9,012.8%
WMT vs TEVA
+7,037.9%
+1,974.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +1.1% |
| 7D | 0.0% | +2.0% | -2.0% | -0.2% |
| 30D | -7.4% | +1.0% | -8.4% | -7.5% |
| 3M | -10.9% | +7.3% | -18.2% | -11.6% |
| 6M | -12.7% | +21.7% | -34.4% | -14.8% |
| YTD | -3.2% | +18.8% | -22.1% | -5.3% |
| 1Y | +5.3% | +86.5% | -81.2% | -2.2% |
| 3Y | +101.9% | +269.4% | -167.6% | +71.1% |
| 5Y | +134.6% | +303.6% | -169.0% | +93.0% |
| 10Y | +440.4% | -22.9% | +463.3% | +404.9% |
| All | +9,012.8% | +7,037.9% | +1,974.9% | +4,662.4% |
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