+229.7%
WAT vs TECK
+203.4%
+26.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.0% | -1.2% |
| 7D | +2.0% | +2.1% | -0.1% | +1.6% |
| 30D | +7.7% | -8.9% | +16.6% | +9.3% |
| 3M | +11.1% | -7.1% | +18.2% | +12.1% |
| 6M | +31.2% | -7.0% | +38.2% | +31.9% |
| YTD | +21.7% | +28.3% | -6.7% | +14.7% |
| 1Y | +19.3% | +40.6% | -21.2% | +10.6% |
| 3Y | +80.6% | +78.2% | +2.4% | +57.0% |
| 5Y | +29.5% | +129.5% | -100.0% | +4.9% |
| All | +229.7% | +203.4% | +26.3% | +127.6% |
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