+72.5%
TECK vs WSM
+232.0%
-159.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.1% | -2.2% |
| 7D | +4.9% | +2.6% | +2.3% | +4.0% |
| 30D | +5.2% | -9.3% | +14.5% | +8.6% |
| 3M | +13.8% | +7.1% | +6.7% | +10.9% |
| 6M | +38.5% | +21.7% | +16.8% | +29.2% |
| YTD | +47.3% | +28.7% | +18.6% | +35.1% |
| 1Y | +81.0% | +13.9% | +67.1% | +71.5% |
| All | +72.5% | +232.0% | -159.5% | +17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling