+5,395.1%
SHW vs TECK
+1,881.2%
+3,513.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | 0.0% |
| 7D | +1.9% | -0.4% | +2.4% | +2.0% |
| 30D | +8.1% | -7.1% | +15.2% | +9.0% |
| 3M | -2.8% | -5.5% | +2.7% | -2.3% |
| 6M | +15.0% | -9.7% | +24.7% | +15.8% |
| YTD | +9.0% | +26.3% | -17.3% | +4.8% |
| 1Y | +4.5% | +44.4% | -39.9% | -1.3% |
| 3Y | +41.9% | +70.1% | -28.2% | +29.0% |
| 5Y | +10.7% | +125.8% | -115.1% | -5.3% |
| 10Y | +340.4% | +200.6% | +139.8% | +235.7% |
| All | +5,395.1% | +1,881.2% | +3,513.9% | +3,298.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling