+20,219.8%
WDC vs TECK
+2,265.7%
+17,954.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.2% | -2.0% | +0.9% |
| 7D | +6.0% | +7.8% | -1.8% | +3.7% |
| 30D | +9.9% | +8.3% | +1.7% | +7.1% |
| 3M | -9.4% | +16.1% | -25.5% | -12.9% |
| 6M | +94.7% | +42.9% | +51.9% | +76.6% |
| YTD | +177.4% | +50.8% | +126.6% | +149.0% |
| 1Y | +412.6% | +106.1% | +306.5% | +321.2% |
| 3Y | +1,359.8% | +84.0% | +1,275.7% | +1,114.2% |
| 5Y | +992.6% | +223.5% | +769.1% | +648.7% |
| 10Y | +1,245.5% | +378.1% | +867.4% | +651.8% |
| All | +20,219.8% | +2,265.7% | +17,954.0% | +7,144.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling