+349.0%
TECK vs WSM
+1,071.8%
-722.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.4% |
| 7D | -3.8% | -0.5% | -3.3% | -3.6% |
| 30D | +0.7% | -7.7% | +8.5% | +3.6% |
| 3M | +4.6% | +3.8% | +0.8% | +3.0% |
| 6M | +25.1% | +22.7% | +2.4% | +16.2% |
| YTD | +39.2% | +28.0% | +11.2% | +27.2% |
| 1Y | +60.3% | +12.7% | +47.6% | +52.3% |
| 3Y | +62.9% | +231.3% | -168.4% | +1.0% |
| 5Y | +181.5% | +177.2% | +4.3% | +75.2% |
| All | +349.0% | +1,071.8% | -722.7% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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