+349.0%
TECK vs WU
-39.1%
+388.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | -3.8% | -3.5% | -0.4% | -2.4% |
| 30D | +0.7% | -2.9% | +3.7% | +1.7% |
| 3M | +4.6% | -2.3% | +6.9% | +3.3% |
| 6M | +25.1% | -25.4% | +50.5% | +39.1% |
| YTD | +39.2% | -21.2% | +60.4% | +50.0% |
| 1Y | +60.3% | -8.9% | +69.2% | +59.7% |
| 3Y | +62.9% | -29.0% | +91.9% | +77.2% |
| 5Y | +181.5% | -50.7% | +232.2% | +261.4% |
| All | +349.0% | -39.1% | +388.1% | +416.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling