+5,129.0%
SHW vs TECK
+2,171.4%
+2,957.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | -3.2% | -0.3% | -2.9% | -3.2% |
| 30D | -9.5% | +4.6% | -14.1% | -10.1% |
| 3M | +11.5% | +2.8% | +8.6% | +10.7% |
| 6M | -3.5% | +24.9% | -28.4% | -6.7% |
| YTD | +3.7% | +44.7% | -41.0% | -1.8% |
| 1Y | -7.9% | +112.0% | -119.9% | -17.2% |
| 3Y | +24.7% | +67.6% | -42.9% | +13.6% |
| 5Y | +13.6% | +200.3% | -186.8% | -6.3% |
| 10Y | +283.0% | +358.2% | -75.3% | +177.3% |
| All | +5,129.0% | +2,171.4% | +2,957.6% | +3,084.9% |
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