+2,171.4%
TECK vs WWD
+4,579.7%
-2,408.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.2% |
| 7D | -0.3% | +1.3% | -1.6% | -1.1% |
| 30D | +4.6% | -7.2% | +11.8% | +9.0% |
| 3M | +2.8% | -3.8% | +6.7% | +4.0% |
| 6M | +24.9% | -9.9% | +34.8% | +31.2% |
| YTD | +44.7% | +14.8% | +29.9% | +31.0% |
| 1Y | +112.0% | +42.1% | +69.9% | +66.6% |
| 3Y | +67.6% | +170.8% | -103.2% | -13.5% |
| 5Y | +200.3% | +197.5% | +2.8% | +40.3% |
| 10Y | +358.2% | +477.8% | -119.6% | +30.3% |
| All | +2,171.4% | +4,579.7% | -2,408.3% | +251.0% |
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