+345.4%
TECK vs WCC
+518.6%
-173.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -3.2% | -3.1% | -4.7% |
| 7D | -4.2% | +1.7% | -5.9% | -5.0% |
| 30D | -0.4% | -6.1% | +5.7% | +2.6% |
| 3M | +10.1% | +3.1% | +7.1% | +8.0% |
| 6M | +26.0% | +28.2% | -2.2% | +10.5% |
| YTD | +38.0% | +41.1% | -3.1% | +15.1% |
| 1Y | +63.8% | +61.3% | +2.5% | +26.6% |
| 3Y | +68.5% | +123.6% | -55.1% | +1.5% |
| 5Y | +179.2% | +214.8% | -35.6% | +26.6% |
| All | +345.4% | +518.6% | -173.2% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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