+177.1%
SW vs TECK
+198.5%
-21.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.7% |
| 7D | -2.9% | -0.4% | -2.5% | -2.9% |
| 30D | +5.0% | -7.1% | +12.1% | +5.9% |
| 3M | -13.7% | -5.5% | -8.2% | -13.2% |
| 6M | +8.0% | -9.7% | +17.7% | +9.0% |
| YTD | +14.0% | +26.3% | -12.3% | +9.8% |
| 1Y | +25.6% | +44.4% | -18.7% | +19.1% |
| 3Y | +40.1% | +70.1% | -29.9% | +29.4% |
| 5Y | -2.6% | +125.8% | -128.4% | -13.1% |
| All | +177.1% | +198.5% | -21.4% | +135.3% |
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