+1,914.1%
TECK vs BWA
+1,074.5%
+839.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.5% |
| 7D | +2.1% | +7.3% | -5.1% | -2.4% |
| 30D | -8.9% | -15.8% | +6.9% | +2.2% |
| 3M | -7.1% | -25.7% | +18.7% | +12.1% |
| 6M | -7.0% | -19.6% | +12.6% | +6.0% |
| YTD | +28.3% | +14.1% | +14.3% | +13.5% |
| 1Y | +40.6% | +12.2% | +28.4% | +25.5% |
| 3Y | +78.2% | +63.8% | +14.3% | +18.9% |
| 5Y | +129.5% | +28.7% | +100.8% | +69.7% |
| 10Y | +205.6% | +95.8% | +109.8% | +57.5% |
| All | +1,914.1% | +1,074.5% | +839.7% | +448.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling