+743.1%
SW vs TECK
+76.1%
+667.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.3% | -0.2% | +3.8% |
| 7D | +12.1% | +2.3% | +9.8% | +11.9% |
| 30D | +6.6% | -5.0% | +11.6% | +6.9% |
| 3M | -6.0% | -0.3% | -5.7% | -6.1% |
| 6M | +21.5% | +13.9% | +7.6% | +20.3% |
| YTD | +20.3% | +35.2% | -14.9% | +17.9% |
| 1Y | +28.1% | +57.5% | -29.4% | +24.4% |
| 3Y | +51.6% | +78.3% | -26.7% | +45.8% |
| 5Y | -0.1% | +150.2% | -150.4% | -5.8% |
| 10Y | +189.7% | +245.8% | -56.1% | +164.9% |
| All | +743.1% | +76.1% | +667.0% | +794.3% |
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 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