+349.0%
TECK vs WPM
+558.4%
-209.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | -0.1% |
| 7D | -3.8% | -0.6% | -3.3% | -3.6% |
| 30D | +0.7% | +14.4% | -13.7% | -5.0% |
| 3M | +4.6% | +37.0% | -32.4% | -8.5% |
| 6M | +25.1% | +4.1% | +21.0% | +22.3% |
| YTD | +39.2% | +31.7% | +7.5% | +23.5% |
| 1Y | +60.3% | +44.2% | +16.2% | +36.6% |
| 3Y | +62.9% | +265.5% | -202.6% | -3.7% |
| 5Y | +181.5% | +262.5% | -81.0% | +65.0% |
| All | +349.0% | +558.4% | -209.4% | +121.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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