+72.5%
TECK vs WAB
+164.8%
-92.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.2% |
| 7D | +4.9% | +0.2% | +4.6% | +4.7% |
| 30D | +5.2% | -4.6% | +9.7% | +8.9% |
| 3M | +13.8% | +5.6% | +8.2% | +8.3% |
| 6M | +38.5% | +13.8% | +24.7% | +24.8% |
| YTD | +47.3% | +31.9% | +15.5% | +19.3% |
| 1Y | +81.0% | +48.3% | +32.7% | +33.7% |
| All | +72.5% | +164.8% | -92.3% | -7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling