+2,266.6%
WAT vs TECK
+1,914.1%
+352.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.0% | -1.3% |
| 7D | +2.0% | +2.1% | -0.1% | +1.7% |
| 30D | +7.7% | -8.9% | +16.6% | +9.1% |
| 3M | +11.1% | -7.1% | +18.2% | +12.0% |
| 6M | +31.2% | -7.0% | +38.2% | +31.8% |
| YTD | +21.7% | +28.3% | -6.7% | +15.8% |
| 1Y | +19.3% | +40.6% | -21.2% | +11.9% |
| 3Y | +80.6% | +78.2% | +2.4% | +60.8% |
| 5Y | +29.5% | +129.5% | -100.0% | +8.4% |
| 10Y | +225.3% | +205.6% | +19.7% | +139.7% |
| All | +2,266.6% | +1,914.1% | +352.5% | +1,486.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling