+198.0%
TECK vs NWSA
+40.1%
+157.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.1% |
| 7D | +4.9% | -3.1% | +7.9% | +6.3% |
| 30D | +5.2% | +4.3% | +0.9% | +3.2% |
| 3M | +13.8% | +9.2% | +4.6% | +8.4% |
| 6M | +38.5% | +21.6% | +16.9% | +25.0% |
| YTD | +47.3% | +14.2% | +33.1% | +36.0% |
| 1Y | +81.0% | +1.8% | +79.2% | +76.7% |
| 3Y | +79.9% | +44.4% | +35.4% | +46.4% |
| All | +198.0% | +40.1% | +157.9% | +124.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling