+991.6%
WDC vs TECK
+213.6%
+777.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +2.1% |
| 7D | +7.5% | +4.9% | +2.6% | +5.1% |
| 30D | +10.1% | +5.2% | +4.9% | +7.1% |
| 3M | -6.8% | +13.8% | -20.6% | -11.9% |
| 6M | +84.1% | +38.5% | +45.6% | +60.6% |
| YTD | +180.3% | +47.3% | +132.9% | +140.9% |
| 1Y | +411.1% | +81.0% | +330.1% | +307.6% |
| 3Y | +1,375.0% | +79.9% | +1,295.1% | +1,045.2% |
| 5Y | +991.6% | +207.9% | +783.7% | +574.3% |
| All | +991.6% | +213.6% | +777.9% | +574.3% |
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