+76.5%
TECK vs WCC
+132.2%
-55.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.7% | +3.1% |
| 7D | +7.8% | +8.5% | -0.7% | +4.1% |
| 30D | +8.3% | -1.0% | +9.3% | +8.5% |
| 3M | +16.1% | +2.1% | +14.0% | +14.4% |
| 6M | +42.9% | +36.8% | +6.0% | +25.2% |
| YTD | +50.8% | +47.7% | +3.0% | +28.2% |
| 1Y | +106.1% | +66.5% | +39.6% | +66.3% |
| All | +76.5% | +132.2% | -55.8% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling