+2,212.2%
TECK vs WSM
+3,014.8%
-802.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.1% | -2.2% |
| 7D | +4.9% | +2.6% | +2.3% | +3.9% |
| 30D | +5.2% | -9.3% | +14.5% | +9.0% |
| 3M | +13.8% | +7.1% | +6.7% | +10.6% |
| 6M | +38.5% | +21.7% | +16.8% | +28.2% |
| YTD | +47.3% | +28.7% | +18.6% | +33.4% |
| 1Y | +81.0% | +13.9% | +67.1% | +70.7% |
| 3Y | +79.9% | +232.2% | -152.3% | +7.0% |
| 5Y | +207.9% | +176.4% | +31.5% | +83.3% |
| 10Y | +389.5% | +1,072.4% | -682.9% | +45.5% |
| All | +2,212.2% | +3,014.8% | -802.6% | +296.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling