+20.3%
SHW vs TECK
+75.5%
-55.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.3% |
| 7D | -3.2% | +4.9% | -8.1% | -3.9% |
| 30D | -11.4% | +5.2% | -16.6% | -12.1% |
| 3M | +3.5% | +13.8% | -10.3% | +1.1% |
| 6M | -3.4% | +38.5% | -41.8% | -9.0% |
| YTD | -0.3% | +47.3% | -47.7% | -7.4% |
| 1Y | -10.4% | +81.0% | -91.4% | -19.6% |
| All | +20.3% | +75.5% | -55.2% | +5.1% |
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