+455.1%
TECK vs WPM
+5,972.6%
-5,517.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.1% |
| 7D | +7.8% | +7.0% | +0.7% | +3.8% |
| 30D | +8.3% | +15.7% | -7.5% | -0.5% |
| 3M | +16.1% | +35.2% | -19.1% | -2.2% |
| 6M | +42.9% | +6.1% | +36.8% | +37.4% |
| YTD | +50.8% | +32.6% | +18.2% | +26.9% |
| 1Y | +106.1% | +46.9% | +59.2% | +62.3% |
| 3Y | +84.0% | +276.3% | -192.3% | -15.8% |
| 5Y | +223.5% | +260.0% | -36.5% | +49.3% |
| 10Y | +378.1% | +508.5% | -130.4% | +36.1% |
| All | +455.1% | +5,972.6% | -5,517.5% | -59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling