+49.1%
TECK vs WST
+52.5%
-3.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | +1.7% | +1.4% | +0.3% | +1.4% |
| 30D | -7.6% | +12.7% | -20.4% | -10.4% |
| 3M | -5.9% | +17.2% | -23.0% | -9.6% |
| 6M | -2.8% | +26.7% | -29.5% | -9.3% |
| YTD | +31.8% | +50.3% | -18.5% | +19.2% |
| 1Y | +49.1% | +50.2% | -1.1% | +34.8% |
| All | +49.1% | +52.5% | -3.4% | +34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling