+2,812.3%
WELL vs TECK
+1,995.8%
+816.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.3% |
| 7D | +0.1% | -1.2% | +1.3% | +0.2% |
| 30D | +7.8% | -5.7% | +13.5% | +8.5% |
| 3M | +10.2% | -3.6% | +13.8% | +10.4% |
| 6M | +16.4% | -2.2% | +18.6% | +15.5% |
| YTD | +35.2% | +33.6% | +1.6% | +27.2% |
| 1Y | +30.5% | +49.0% | -18.5% | +20.5% |
| 3Y | +206.1% | +85.4% | +120.7% | +166.5% |
| 5Y | +228.3% | +138.5% | +89.8% | +166.6% |
| 10Y | +468.3% | +218.0% | +250.4% | +299.9% |
| All | +2,812.3% | +1,995.8% | +816.5% | +1,412.4% |
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