+223.5%
TECK vs WST
-25.8%
+249.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.8% | +4.3% |
| 7D | +7.8% | -0.3% | +8.0% | +7.8% |
| 30D | +8.3% | -4.6% | +12.9% | +9.1% |
| 3M | +16.1% | +5.7% | +10.4% | +14.9% |
| 6M | +42.9% | +37.6% | +5.3% | +35.4% |
| YTD | +50.8% | +23.0% | +27.7% | +45.2% |
| 1Y | +106.1% | +33.8% | +72.2% | +95.8% |
| 3Y | +84.0% | -13.4% | +97.4% | +81.6% |
| 5Y | +223.5% | -27.0% | +250.4% | +208.3% |
| All | +223.5% | -25.8% | +249.2% | +208.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling