+2,778.3%
WELL vs TECK
+1,881.2%
+897.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | 0.0% |
| 7D | +0.1% | -0.4% | +0.6% | +0.1% |
| 30D | +5.7% | -7.1% | +12.8% | +6.6% |
| 3M | +4.6% | -5.5% | +10.1% | +5.1% |
| 6M | +11.9% | -9.7% | +21.6% | +12.3% |
| YTD | +33.6% | +26.3% | +7.3% | +26.7% |
| 1Y | +29.8% | +44.4% | -14.6% | +20.4% |
| 3Y | +202.2% | +70.1% | +132.1% | +166.5% |
| 5Y | +223.2% | +125.8% | +97.4% | +164.6% |
| 10Y | +461.7% | +200.6% | +261.1% | +298.5% |
| All | +2,778.3% | +1,881.2% | +897.1% | +1,406.9% |
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