+1,881.2%
TECK vs WAB
+4,825.1%
-2,943.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.1% |
| 7D | -0.4% | +5.1% | -5.5% | -3.7% |
| 30D | -7.1% | +4.0% | -11.1% | -9.4% |
| 3M | -5.5% | +0.1% | -5.6% | -5.3% |
| 6M | -9.7% | +12.8% | -22.5% | -17.1% |
| YTD | +26.3% | +40.1% | -13.8% | +0.5% |
| 1Y | +44.4% | +46.4% | -2.0% | +11.5% |
| 3Y | +70.1% | +167.4% | -97.3% | -13.2% |
| 5Y | +125.8% | +215.0% | -89.2% | +1.9% |
| 10Y | +200.6% | +269.2% | -68.6% | +11.0% |
| All | +1,881.2% | +4,825.1% | -2,943.9% | +178.8% |
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 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