+3.6%
WBD vs TECK
+180.1%
-176.5%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | -0.7% | -3.8% | +3.1% | +0.2% |
| 30D | +1.4% | +0.7% | +0.7% | +1.0% |
| 3M | +4.4% | +4.6% | -0.2% | +2.2% |
| 6M | +0.8% | +25.1% | -24.3% | -7.3% |
| YTD | -2.7% | +39.2% | -41.9% | -14.4% |
| 1Y | +73.4% | +60.3% | +13.1% | +44.4% |
| 3Y | +142.1% | +62.9% | +79.2% | +93.5% |
| All | +3.6% | +180.1% | -176.5% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling