+142.1%
WEC vs TECK
+373.8%
-231.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.3% | +5.6% | -0.6% |
| 7D | -1.3% | -4.2% | +3.0% | -1.2% |
| 30D | -0.4% | -0.4% | 0.0% | -0.4% |
| 3M | -6.8% | +10.1% | -16.9% | -7.1% |
| 6M | -6.4% | +26.0% | -32.4% | -7.0% |
| YTD | +2.5% | +38.0% | -35.6% | +1.5% |
| 1Y | -0.4% | +63.8% | -64.2% | -1.8% |
| 3Y | +38.5% | +68.5% | -30.0% | +35.7% |
| 5Y | +31.7% | +179.2% | -147.5% | +27.1% |
| All | +142.1% | +373.8% | -231.7% | +110.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling