+53.0%
WAT vs TECK
+79.6%
-26.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.2% | -5.7% | -2.5% |
| 7D | -0.7% | +7.8% | -8.5% | -2.3% |
| 30D | -1.0% | +8.3% | -9.2% | -2.7% |
| 3M | +10.9% | +16.1% | -5.2% | +7.0% |
| 6M | +33.2% | +42.9% | -9.7% | +22.3% |
| YTD | +6.1% | +50.8% | -44.7% | -4.7% |
| 1Y | +30.2% | +106.1% | -75.8% | +7.4% |
| All | +53.0% | +79.6% | -26.6% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling