+134.6%
TECK vs WPM
+210.4%
-75.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.4% | -1.5% |
| 7D | -0.4% | -3.6% | +3.1% | +1.8% |
| 30D | -7.1% | +1.4% | -8.6% | -8.2% |
| 3M | -5.5% | -0.2% | -5.3% | -6.4% |
| 6M | -9.7% | -7.3% | -2.4% | -7.0% |
| YTD | +26.3% | +12.3% | +13.9% | +14.5% |
| 1Y | +44.4% | +24.9% | +19.5% | +22.6% |
| 3Y | +70.1% | +210.4% | -140.3% | -22.5% |
| All | +134.6% | +210.4% | -75.8% | +9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling