+72.5%
TECK vs WU
-28.6%
+101.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.1% |
| 7D | +4.9% | -4.9% | +9.8% | +6.0% |
| 30D | +5.2% | -1.3% | +6.5% | +5.3% |
| 3M | +13.8% | -3.6% | +17.4% | +12.9% |
| 6M | +38.5% | -24.3% | +62.8% | +46.2% |
| YTD | +47.3% | -21.1% | +68.4% | +53.1% |
| 1Y | +81.0% | -10.3% | +91.3% | +79.9% |
| All | +72.5% | -28.6% | +101.1% | +71.8% |
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