+296.9%
TECK vs NWSA
+123.2%
+173.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.9% | +6.0% | +5.4% |
| 7D | +7.8% | -2.6% | +10.4% | +9.5% |
| 30D | +8.3% | +4.6% | +3.7% | +5.1% |
| 3M | +16.1% | +10.2% | +5.9% | +7.5% |
| 6M | +42.9% | +21.6% | +21.2% | +23.5% |
| YTD | +50.8% | +14.6% | +36.1% | +33.8% |
| 1Y | +106.1% | +0.4% | +105.7% | +98.4% |
| 3Y | +84.0% | +45.0% | +39.0% | +36.2% |
| 5Y | +223.5% | +41.3% | +182.2% | +131.2% |
| 10Y | +378.1% | +142.8% | +235.3% | +107.4% |
| All | +296.9% | +123.2% | +173.7% | +78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling