-0.1%
SW vs TECK
+148.5%
-148.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.3% | -0.2% | +3.1% |
| 7D | +12.1% | +2.3% | +9.8% | +11.4% |
| 30D | +6.6% | -5.0% | +11.6% | +7.6% |
| 3M | -6.0% | -0.3% | -5.7% | -6.4% |
| 6M | +21.5% | +13.9% | +7.6% | +17.0% |
| YTD | +20.3% | +35.2% | -14.9% | +10.8% |
| 1Y | +28.1% | +57.5% | -29.4% | +14.1% |
| 3Y | +51.6% | +78.3% | -26.7% | +29.3% |
| All | -0.1% | +148.5% | -148.6% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling