+112.4%
WFC vs TECK
+198.5%
-86.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +0.7% |
| 7D | +2.5% | -0.4% | +3.0% | +2.5% |
| 30D | +7.0% | -7.1% | +14.1% | +8.7% |
| 3M | -1.8% | -5.5% | +3.7% | -1.0% |
| 6M | +18.4% | -9.7% | +28.1% | +19.6% |
| YTD | -5.6% | +26.3% | -31.8% | -13.6% |
| 1Y | +3.9% | +44.4% | -40.5% | -8.4% |
| 3Y | +126.3% | +70.1% | +56.3% | +84.0% |
| 5Y | +91.1% | +125.8% | -34.7% | +36.3% |
| All | +112.4% | +198.5% | -86.1% | +13.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling