+349.8%
WELL vs TECK
+377.7%
-27.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.2% |
| 7D | -0.2% | -3.8% | +3.6% | +0.3% |
| 30D | +2.3% | +0.7% | +1.6% | +2.1% |
| 3M | +12.3% | +4.6% | +7.7% | +10.9% |
| 6M | +15.6% | +25.1% | -9.5% | +10.0% |
| YTD | +28.3% | +39.2% | -10.9% | +19.2% |
| 1Y | +41.9% | +60.3% | -18.4% | +28.0% |
| 3Y | +198.3% | +62.9% | +135.4% | +159.6% |
| 5Y | +206.4% | +181.5% | +24.9% | +127.8% |
| All | +349.8% | +377.7% | -27.9% | +136.5% |
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