+273.5%
SHW vs TECK
+373.8%
-100.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.3% | +5.3% | 0.0% |
| 7D | -4.5% | -4.2% | -0.2% | -3.9% |
| 30D | -12.7% | -0.4% | -12.3% | -12.7% |
| 3M | +4.7% | +10.1% | -5.5% | +2.7% |
| 6M | -3.4% | +26.0% | -29.4% | -7.5% |
| YTD | -1.3% | +38.0% | -39.4% | -7.1% |
| 1Y | -10.4% | +63.8% | -74.1% | -17.9% |
| 3Y | +20.1% | +68.5% | -48.4% | +6.9% |
| 5Y | +10.5% | +179.2% | -168.7% | -12.2% |
| All | +273.5% | +373.8% | -100.3% | +139.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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