+205.7%
WELL vs TECK
+84.1%
+121.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | +0.1% | -1.2% | +1.3% | +0.1% |
| 30D | +7.8% | -5.7% | +13.5% | +8.0% |
| 3M | +10.2% | -3.6% | +13.8% | +10.3% |
| 6M | +16.4% | -2.2% | +18.6% | +16.3% |
| YTD | +35.2% | +33.6% | +1.6% | +32.2% |
| 1Y | +30.5% | +49.0% | -18.5% | +26.7% |
| All | +205.7% | +84.1% | +121.6% | +182.3% |
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