+196.9%
TECK vs WST
+456.5%
-259.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.9% | -1.9% |
| 7D | -0.4% | +4.2% | -4.7% | -1.3% |
| 30D | -7.1% | +11.2% | -18.3% | -9.0% |
| 3M | -5.5% | +20.4% | -25.8% | -9.0% |
| 6M | -9.7% | +37.9% | -47.6% | -15.7% |
| YTD | +26.3% | +51.8% | -25.5% | +15.1% |
| 1Y | +44.4% | +56.6% | -12.3% | +30.8% |
| 3Y | +70.1% | +24.2% | +45.9% | +51.7% |
| 5Y | +125.8% | +0.7% | +125.1% | +106.9% |
| All | +196.9% | +456.5% | -259.6% | +44.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling