+188.6%
TECK vs WPM
+263.6%
-75.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | -0.4% |
| 7D | -3.8% | -0.6% | -3.3% | -3.5% |
| 30D | +0.7% | +14.4% | -13.7% | -7.3% |
| 3M | +4.6% | +37.0% | -32.4% | -13.6% |
| 6M | +25.1% | +4.1% | +21.0% | +20.6% |
| YTD | +39.2% | +31.7% | +7.5% | +16.1% |
| 1Y | +60.3% | +44.2% | +16.2% | +25.6% |
| 3Y | +62.9% | +265.5% | -202.6% | -30.6% |
| All | +188.6% | +263.6% | -75.1% | +25.2% |
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