+1,881.2%
TECK vs WWD
+4,358.6%
-2,477.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.3% |
| 7D | -0.4% | +4.0% | -4.4% | -2.6% |
| 30D | -7.1% | +0.4% | -7.5% | -7.3% |
| 3M | -5.5% | -7.9% | +2.4% | -1.1% |
| 6M | -9.7% | -10.6% | +0.9% | -4.7% |
| YTD | +26.3% | +9.4% | +16.9% | +17.5% |
| 1Y | +44.4% | +25.7% | +18.6% | +22.5% |
| 3Y | +70.1% | +148.5% | -78.5% | -7.6% |
| 5Y | +125.8% | +189.5% | -63.7% | +7.4% |
| 10Y | +200.6% | +451.8% | -251.2% | -11.9% |
| All | +1,881.2% | +4,358.6% | -2,477.4% | +214.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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