+2,334.8%
WAT vs TECK
+1,968.8%
+366.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +0.2% |
| 7D | +3.4% | +1.7% | +1.7% | +3.1% |
| 30D | +9.6% | -7.6% | +17.3% | +10.8% |
| 3M | +15.5% | -5.9% | +21.4% | +16.2% |
| 6M | +33.9% | -2.8% | +36.7% | +33.6% |
| YTD | +25.2% | +31.8% | -6.6% | +18.7% |
| 1Y | +26.3% | +49.1% | -22.8% | +17.4% |
| 3Y | +85.8% | +83.0% | +2.8% | +64.8% |
| 5Y | +35.3% | +150.6% | -115.3% | +11.8% |
| 10Y | +231.8% | +219.0% | +12.8% | +143.0% |
| All | +2,334.8% | +1,968.8% | +366.0% | +1,525.9% |
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