+2,212.2%
TECK vs WY
+137.1%
+2,075.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.8% | -1.9% |
| 7D | +4.9% | -1.7% | +6.6% | +6.1% |
| 30D | +5.2% | -9.9% | +15.0% | +13.2% |
| 3M | +13.8% | -7.5% | +21.3% | +18.6% |
| 6M | +38.5% | -5.1% | +43.6% | +41.4% |
| YTD | +47.3% | -2.1% | +49.4% | +46.3% |
| 1Y | +81.0% | -7.3% | +88.3% | +85.5% |
| 3Y | +79.9% | -22.6% | +102.5% | +103.7% |
| 5Y | +207.9% | -19.8% | +227.7% | +230.8% |
| 10Y | +389.5% | +9.6% | +379.9% | +262.0% |
| All | +2,212.2% | +137.1% | +2,075.1% | +866.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling