+2,171.4%
TECK vs WAB
+4,575.5%
-2,404.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.1% |
| 7D | -0.3% | -3.2% | +2.9% | +1.9% |
| 30D | +4.6% | -4.4% | +9.1% | +7.8% |
| 3M | +2.8% | +7.9% | -5.0% | -2.9% |
| 6M | +24.9% | +8.7% | +16.2% | +17.8% |
| YTD | +44.7% | +33.0% | +11.8% | +19.1% |
| 1Y | +112.0% | +46.7% | +65.3% | +62.4% |
| 3Y | +67.6% | +153.0% | -85.4% | -11.5% |
| 5Y | +200.3% | +222.3% | -21.9% | +33.1% |
| 10Y | +358.2% | +291.0% | +67.2% | +60.9% |
| All | +2,171.4% | +4,575.5% | -2,404.1% | +230.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling