+166.1%
WAT vs TECK
+377.7%
-211.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.8% | +1.5% |
| 7D | -0.3% | -3.8% | +3.6% | +0.3% |
| 30D | -1.9% | +0.7% | -2.6% | -2.1% |
| 3M | +13.5% | +4.6% | +8.9% | +12.3% |
| 6M | +37.2% | +25.1% | +12.1% | +31.1% |
| YTD | +7.5% | +39.2% | -31.7% | +0.3% |
| 1Y | +35.0% | +60.3% | -25.3% | +22.5% |
| 3Y | +55.1% | +62.9% | -7.8% | +37.4% |
| 5Y | -2.8% | +181.5% | -184.3% | -23.3% |
| All | +166.1% | +377.7% | -211.6% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 10y: compounded portfolio wealth divided by compounded TECK 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…
10y analysis · Full analysis span regression · 6 months rolling