+349.0%
TECK vs NWSA
+149.4%
+199.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -3.8% | -2.8% | -1.0% | -2.3% |
| 30D | +0.7% | +3.0% | -2.3% | -1.1% |
| 3M | +4.6% | +12.3% | -7.7% | -3.5% |
| 6M | +25.1% | +21.9% | +3.3% | +9.3% |
| YTD | +39.2% | +13.6% | +25.6% | +25.5% |
| 1Y | +60.3% | +0.5% | +59.8% | +55.3% |
| 3Y | +62.9% | +43.8% | +19.1% | +24.2% |
| 5Y | +181.5% | +41.2% | +140.3% | +107.1% |
| All | +349.0% | +149.4% | +199.7% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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