+1,881.2%
TECK vs WCC
+4,519.6%
-2,638.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | 0.0% | -0.8% |
| 7D | -0.4% | +9.9% | -10.4% | -5.2% |
| 30D | -7.1% | -8.4% | +1.3% | -3.7% |
| 3M | -5.5% | -10.3% | +4.9% | -1.3% |
| 6M | -9.7% | -10.5% | +0.8% | -6.1% |
| YTD | +26.3% | +32.2% | -5.9% | +6.3% |
| 1Y | +44.4% | +25.5% | +18.8% | +24.5% |
| 3Y | +70.1% | +134.7% | -64.6% | -4.0% |
| 5Y | +125.8% | +139.9% | -14.1% | +14.9% |
| 10Y | +200.6% | +433.5% | -232.9% | -12.8% |
| All | +1,881.2% | +4,519.6% | -2,638.3% | +286.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling