+1,996.2%
WAT vs TECK
+2,171.4%
-175.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -1.3% | -0.3% | -0.9% | -1.2% |
| 30D | +2.3% | +4.6% | -2.3% | +1.6% |
| 3M | +8.7% | +2.8% | +5.9% | +8.0% |
| 6M | +28.3% | +24.9% | +3.4% | +23.4% |
| YTD | +7.8% | +44.7% | -37.0% | +1.0% |
| 1Y | +36.6% | +112.0% | -75.4% | +20.4% |
| 3Y | +45.7% | +67.6% | -21.9% | +30.9% |
| 5Y | -3.3% | +200.3% | -203.7% | -22.2% |
| 10Y | +162.1% | +358.2% | -196.1% | +82.1% |
| All | +1,996.2% | +2,171.4% | -175.2% | +1,283.7% |
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 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