+70.1%
TECK vs WU
-23.0%
+93.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.9% |
| 7D | -0.4% | -2.0% | +1.6% | -0.1% |
| 30D | -7.1% | +11.4% | -18.5% | -9.5% |
| 3M | -5.5% | -6.8% | +1.3% | -4.2% |
| 6M | -9.7% | -14.6% | +4.9% | -7.7% |
| YTD | +26.3% | -20.6% | +46.9% | +30.8% |
| 1Y | +44.4% | -15.4% | +59.7% | +46.2% |
| 3Y | +70.1% | -23.6% | +93.7% | +72.6% |
| All | +70.1% | -23.0% | +93.1% | +72.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling