+196.9%
TECK vs BWA
+94.2%
+102.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -0.4% | +4.3% | -4.7% | -2.8% |
| 30D | -7.1% | -13.0% | +5.9% | +1.2% |
| 3M | -5.5% | -24.8% | +19.3% | +11.4% |
| 6M | -9.7% | -23.5% | +13.8% | +5.2% |
| YTD | +26.3% | +13.8% | +12.4% | +13.1% |
| 1Y | +44.4% | +13.4% | +30.9% | +29.4% |
| 3Y | +70.1% | +62.8% | +7.3% | +17.5% |
| 5Y | +125.8% | +28.5% | +97.3% | +71.8% |
| All | +196.9% | +94.2% | +102.7% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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