+345.4%
TECK vs WST
+341.6%
+3.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.2% | -8.5% | -6.8% |
| 7D | -4.2% | +0.4% | -4.7% | -4.4% |
| 30D | -0.4% | -2.0% | +1.7% | 0.0% |
| 3M | +10.1% | +4.1% | +6.1% | +9.0% |
| 6M | +26.0% | +47.4% | -21.4% | +15.9% |
| YTD | +38.0% | +25.4% | +12.6% | +30.9% |
| 1Y | +63.8% | +35.3% | +28.5% | +52.7% |
| 3Y | +68.5% | -11.7% | +80.2% | +63.4% |
| 5Y | +179.2% | -24.0% | +203.2% | +172.7% |
| All | +345.4% | +341.6% | +3.7% | +143.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WST 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling