+165.5%
TECK vs WU
-21.8%
+187.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -2.5% |
| 7D | -0.4% | -2.0% | +1.6% | +0.8% |
| 30D | -7.1% | +11.4% | -18.5% | -14.5% |
| 3M | -5.5% | -6.8% | +1.3% | -2.7% |
| 6M | -9.7% | -14.6% | +4.9% | -4.6% |
| YTD | +26.3% | -20.6% | +46.9% | +37.9% |
| 1Y | +44.4% | -15.4% | +59.7% | +50.1% |
| 3Y | +70.1% | -23.6% | +93.7% | +79.3% |
| 5Y | +125.8% | -43.4% | +169.2% | +177.3% |
| 10Y | +200.6% | -38.8% | +239.4% | +219.3% |
| All | +165.5% | -21.8% | +187.4% | +128.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling