+42.1%
SHW vs TECK
+77.0%
-34.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | -0.6% |
| 7D | +0.7% | +2.1% | -1.5% | +0.3% |
| 30D | +8.4% | -8.9% | +17.3% | +9.8% |
| 3M | -2.2% | -7.1% | +4.9% | -1.4% |
| 6M | +13.3% | -7.0% | +20.3% | +13.7% |
| YTD | +9.2% | +28.3% | -19.1% | +3.6% |
| 1Y | +2.9% | +40.6% | -37.7% | -3.8% |
| All | +42.1% | +77.0% | -34.8% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling