+188.6%
TECK vs WY
-22.2%
+210.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.6% |
| 7D | -3.8% | -4.2% | +0.3% | -1.6% |
| 30D | +0.7% | -10.1% | +10.8% | +6.5% |
| 3M | +4.6% | -8.5% | +13.1% | +8.6% |
| 6M | +25.1% | -3.3% | +28.5% | +26.0% |
| YTD | +39.2% | -4.4% | +43.6% | +40.4% |
| 1Y | +60.3% | -11.5% | +71.8% | +68.4% |
| 3Y | +62.9% | -24.3% | +87.2% | +83.7% |
| All | +188.6% | -22.2% | +210.8% | +217.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 5y: compounded portfolio wealth divided by compounded WY 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…
5y analysis · Full analysis span regression · 6 months rolling