+182.7%
SW vs TECK
+212.7%
-30.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.9% | -1.1% |
| 7D | +2.3% | -0.2% | +2.6% | +2.3% |
| 30D | +6.8% | -7.5% | +14.3% | +7.8% |
| 3M | -5.2% | -8.4% | +3.2% | -4.3% |
| 6M | +7.4% | -2.2% | +9.7% | +7.3% |
| YTD | +17.4% | +26.8% | -9.4% | +13.1% |
| 1Y | +27.1% | +46.5% | -19.4% | +20.3% |
| 3Y | +47.9% | +69.0% | -21.2% | +36.7% |
| 5Y | -2.6% | +138.8% | -141.3% | -13.4% |
| All | +182.7% | +212.7% | -30.1% | +137.0% |
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