+306.4%
WM vs TECK
+344.6%
-38.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -0.3% | -0.3% | 0.0% | -0.3% |
| 30D | -2.4% | +4.6% | -7.0% | -2.7% |
| 3M | +0.4% | +2.8% | -2.4% | 0.0% |
| 6M | -9.5% | +24.9% | -34.4% | -11.6% |
| YTD | +0.5% | +44.7% | -44.2% | -3.3% |
| 1Y | -1.1% | +112.0% | -113.1% | -8.4% |
| 3Y | +46.0% | +67.6% | -21.6% | +36.0% |
| 5Y | +51.8% | +200.3% | -148.5% | +29.9% |
| All | +306.4% | +344.6% | -38.2% | +201.2% |
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