+1,902.6%
WEC vs TECK
+2,171.4%
-268.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -0.3% | -0.3% | +0.1% | -0.2% |
| 30D | -1.3% | +4.6% | -5.9% | -1.6% |
| 3M | -3.9% | +2.8% | -6.8% | -4.3% |
| 6M | -8.3% | +24.9% | -33.2% | -9.8% |
| YTD | +3.1% | +44.7% | -41.7% | +0.3% |
| 1Y | +1.9% | +112.0% | -110.0% | -3.2% |
| 3Y | +41.9% | +67.6% | -25.7% | +35.4% |
| 5Y | +30.8% | +200.3% | -169.6% | +18.6% |
| 10Y | +141.9% | +358.2% | -216.3% | +102.5% |
| All | +1,902.6% | +2,171.4% | -268.8% | +1,410.6% |
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