+375.4%
TECK vs WST
+332.3%
+43.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.0% | -2.2% |
| 7D | +4.9% | -1.7% | +6.5% | +5.2% |
| 30D | +5.2% | -4.3% | +9.5% | +6.1% |
| 3M | +13.8% | +0.7% | +13.0% | +13.4% |
| 6M | +38.5% | +36.0% | +2.5% | +29.4% |
| YTD | +47.3% | +22.7% | +24.6% | +40.4% |
| 1Y | +81.0% | +34.1% | +46.9% | +69.1% |
| 3Y | +79.9% | -13.6% | +93.4% | +75.3% |
| 5Y | +207.9% | -26.0% | +233.8% | +202.6% |
| All | +375.4% | +332.3% | +43.1% | +160.6% |
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