+2,671.1%
WELL vs TECK
+2,171.4%
+499.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.1% |
| 7D | -0.8% | -0.3% | -0.5% | -0.8% |
| 30D | -0.1% | +4.6% | -4.7% | -0.8% |
| 3M | +18.0% | +2.8% | +15.2% | +16.9% |
| 6M | +15.0% | +24.9% | -9.9% | +10.1% |
| YTD | +28.6% | +44.7% | -16.1% | +20.0% |
| 1Y | +42.9% | +112.0% | -69.1% | +25.2% |
| 3Y | +203.0% | +67.6% | +135.4% | +168.4% |
| 5Y | +206.9% | +200.3% | +6.5% | +140.4% |
| 10Y | +339.5% | +358.2% | -18.7% | +193.6% |
| All | +2,671.1% | +2,171.4% | +499.7% | +1,326.7% |
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