+204.5%
WELL vs TECK
+85.2%
+119.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.7% | +0.3% |
| 7D | -1.3% | +7.8% | -9.1% | -1.6% |
| 30D | +0.5% | +8.3% | -7.8% | +0.2% |
| 3M | +19.1% | +16.1% | +3.0% | +18.2% |
| 6M | +17.0% | +42.9% | -25.9% | +14.1% |
| YTD | +29.2% | +50.8% | -21.6% | +25.3% |
| 1Y | +42.1% | +106.1% | -63.9% | +34.1% |
| 3Y | +204.5% | +84.0% | +120.5% | +178.6% |
| All | +204.5% | +85.2% | +119.3% | +178.6% |
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 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