+44.4%
TECK vs WST
+54.9%
-10.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.9% | -2.0% |
| 7D | -0.4% | +4.2% | -4.7% | -1.6% |
| 30D | -7.1% | +11.2% | -18.3% | -9.5% |
| 3M | -5.5% | +20.4% | -25.8% | -9.8% |
| 6M | -9.7% | +37.9% | -47.6% | -17.9% |
| YTD | +26.3% | +51.8% | -25.5% | +14.2% |
| 1Y | +44.4% | +56.6% | -12.3% | +27.7% |
| All | +44.4% | +54.9% | -10.6% | +27.7% |
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