+1,890.1%
TECK vs WST
+7,227.6%
-5,337.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -0.9% | +0.2% |
| 7D | -0.2% | -3.1% | +2.9% | +0.9% |
| 30D | -7.5% | +9.1% | -16.6% | -10.3% |
| 3M | -8.4% | +14.7% | -23.1% | -13.0% |
| 6M | -2.2% | +28.0% | -30.2% | -11.2% |
| YTD | +26.8% | +45.6% | -18.8% | +9.2% |
| 1Y | +46.5% | +45.7% | +0.9% | +26.2% |
| 3Y | +69.0% | +21.1% | +47.9% | +37.7% |
| 5Y | +138.8% | +0.3% | +138.4% | +102.1% |
| 10Y | +224.3% | +449.0% | -224.7% | +9.6% |
| All | +1,890.1% | +7,227.6% | -5,337.5% | +265.7% |
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 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