+1,881.2%
TECK vs WCN
+3,931.6%
-2,050.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.7% |
| 7D | -0.4% | +2.6% | -3.0% | -2.1% |
| 30D | -7.1% | +23.9% | -31.1% | -20.1% |
| 3M | -5.5% | +17.4% | -22.9% | -15.9% |
| 6M | -9.7% | +28.0% | -37.7% | -25.6% |
| YTD | +26.3% | +11.6% | +14.7% | +12.5% |
| 1Y | +44.4% | +16.9% | +27.5% | +24.4% |
| 3Y | +70.1% | +51.6% | +18.5% | +18.4% |
| 5Y | +125.8% | +48.0% | +77.8% | +57.5% |
| 10Y | +200.6% | +322.6% | -122.0% | -6.0% |
| All | +1,881.2% | +3,931.6% | -2,050.4% | +157.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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