+2,141.2%
WEC vs TECK
+1,881.2%
+260.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.6% | +1.0% |
| 7D | +2.3% | -0.4% | +2.8% | +2.3% |
| 30D | +11.1% | -7.1% | +18.2% | +11.4% |
| 3M | +8.4% | -5.5% | +13.9% | +8.6% |
| 6M | +7.5% | -9.7% | +17.2% | +7.7% |
| YTD | +15.3% | +26.3% | -10.9% | +13.0% |
| 1Y | +9.7% | +44.4% | -34.6% | +6.6% |
| 3Y | +64.7% | +70.1% | -5.4% | +56.8% |
| 5Y | +57.3% | +125.8% | -68.5% | +45.1% |
| 10Y | +195.9% | +200.6% | -4.7% | +154.9% |
| All | +2,141.2% | +1,881.2% | +260.0% | +1,601.7% |
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 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