+2,171.4%
TECK vs WST
+6,130.9%
-3,959.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | -0.3% | +0.7% | -1.1% | -0.6% |
| 30D | +4.6% | -3.1% | +7.8% | +5.8% |
| 3M | +2.8% | +7.2% | -4.4% | -0.1% |
| 6M | +24.9% | +36.8% | -11.9% | +10.5% |
| YTD | +44.7% | +23.8% | +20.9% | +32.3% |
| 1Y | +112.0% | +37.8% | +74.2% | +85.5% |
| 3Y | +67.6% | -15.9% | +83.5% | +58.1% |
| 5Y | +200.3% | -25.8% | +226.2% | +186.5% |
| 10Y | +358.2% | +319.6% | +38.6% | +72.8% |
| All | +2,171.4% | +6,130.9% | -3,959.5% | +343.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling