+345.4%
TECK vs WING
+379.2%
-33.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.1% | -6.3% | -6.3% |
| 7D | -4.2% | +0.2% | -4.5% | -4.3% |
| 30D | -0.4% | -0.5% | +0.1% | -0.7% |
| 3M | +10.1% | -23.9% | +34.0% | +14.8% |
| 6M | +26.0% | -48.9% | +74.9% | +40.6% |
| YTD | +38.0% | -53.3% | +91.4% | +55.5% |
| 1Y | +63.8% | -60.3% | +124.1% | +89.3% |
| 3Y | +68.5% | -30.1% | +98.6% | +61.7% |
| 5Y | +179.2% | -36.2% | +215.4% | +162.6% |
| All | +345.4% | +379.2% | -33.8% | +135.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WING 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling