+1,720.0%
WULF vs TEVA
+1,494.7%
+225.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +3.5% |
| 7D | +1.4% | +2.0% | -0.6% | +1.2% |
| 30D | -2.6% | +1.0% | -3.6% | -2.7% |
| 3M | -34.0% | +7.3% | -41.3% | -34.8% |
| 6M | +10.0% | +21.7% | -11.7% | +6.7% |
| YTD | +45.7% | +18.8% | +26.9% | +41.8% |
| 1Y | +57.3% | +86.5% | -29.1% | +44.4% |
| 3Y | +878.9% | +269.4% | +609.5% | +736.2% |
| 5Y | -28.3% | +303.6% | -331.9% | -39.6% |
| 10Y | +82.7% | -22.9% | +105.6% | +60.8% |
| All | +1,720.0% | +1,494.7% | +225.2% | +1,222.0% |
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 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