-2.6%
SW vs TECK
+134.3%
-136.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.9% | -1.2% |
| 7D | +2.3% | -0.2% | +2.6% | +2.3% |
| 30D | +6.8% | -7.5% | +14.3% | +8.5% |
| 3M | -5.2% | -8.4% | +3.2% | -3.7% |
| 6M | +7.4% | -2.2% | +9.7% | +7.0% |
| YTD | +17.4% | +26.8% | -9.4% | +9.7% |
| 1Y | +27.1% | +46.5% | -19.4% | +15.0% |
| 3Y | +47.9% | +69.0% | -21.2% | +27.7% |
| All | -2.6% | +134.3% | -136.8% | -21.9% |
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