+21.3%
WAT vs TECK
+38.3%
-16.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.1% |
| 7D | +0.6% | -0.4% | +1.0% | +0.7% |
| 30D | +5.4% | -7.1% | +12.5% | +6.6% |
| 3M | +11.3% | -5.5% | +16.8% | +12.0% |
| 6M | +37.4% | -9.7% | +47.1% | +38.2% |
| YTD | +21.2% | +26.3% | -5.1% | +14.6% |
| 1Y | +21.3% | +44.4% | -23.0% | +12.1% |
| All | +21.3% | +38.3% | -16.9% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling