+345.4%
TECK vs WAB
+292.7%
+52.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.1% | -6.2% | -6.3% |
| 7D | -4.2% | -0.2% | -4.0% | -4.1% |
| 30D | -0.4% | -5.9% | +5.5% | +3.7% |
| 3M | +10.1% | +9.4% | +0.8% | +3.3% |
| 6M | +26.0% | +13.8% | +12.2% | +15.6% |
| YTD | +38.0% | +31.8% | +6.3% | +15.2% |
| 1Y | +63.8% | +48.5% | +15.3% | +26.0% |
| 3Y | +68.5% | +167.0% | -98.4% | -10.9% |
| 5Y | +179.2% | +222.3% | -43.1% | +30.0% |
| All | +345.4% | +292.7% | +52.7% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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