+296.4%
WBD vs TECK
+441.9%
-145.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.2% | -4.6% | -1.4% |
| 7D | -0.7% | +7.8% | -8.5% | -2.4% |
| 30D | +5.0% | +8.3% | -3.3% | +3.1% |
| 3M | +6.2% | +16.1% | -9.8% | +2.1% |
| 6M | +0.6% | +42.9% | -42.2% | -8.5% |
| YTD | -2.4% | +50.8% | -53.2% | -12.9% |
| 1Y | +127.7% | +106.1% | +21.6% | +88.0% |
| 3Y | +148.4% | +84.0% | +64.4% | +108.0% |
| 5Y | +4.2% | +223.5% | -219.2% | -25.5% |
| 10Y | +10.8% | +378.1% | -367.3% | -35.4% |
| All | +296.4% | +441.9% | -145.5% | +71.4% |
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