+63.2%
WEC vs TECK
+77.0%
-13.8%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | 0.0% |
| 7D | -0.7% | +2.1% | -2.8% | -0.7% |
| 30D | +11.0% | -8.9% | +19.9% | +11.0% |
| 3M | +8.6% | -7.1% | +15.7% | +8.6% |
| 6M | +6.2% | -7.0% | +13.2% | +6.2% |
| YTD | +14.3% | +28.3% | -14.1% | +13.7% |
| 1Y | +8.4% | +40.6% | -32.2% | +7.7% |
| All | +63.2% | +77.0% | -13.8% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling