+328.7%
WM vs TECK
+221.5%
+107.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.0% | -6.8% | -0.3% |
| 7D | -0.5% | +3.1% | -3.5% | -0.7% |
| 30D | +13.3% | -5.0% | +18.3% | +13.6% |
| 3M | +4.4% | -2.6% | +7.0% | +4.4% |
| 6M | +10.8% | 0.0% | +10.9% | +10.2% |
| YTD | +9.1% | +35.6% | -26.6% | +5.2% |
| 1Y | +19.1% | +58.1% | -39.0% | +13.3% |
| 3Y | +45.7% | +93.3% | -47.7% | +33.4% |
| 5Y | +60.4% | +153.7% | -93.3% | +39.5% |
| 10Y | +328.7% | +226.7% | +102.0% | +226.9% |
| All | +328.7% | +221.5% | +107.2% | +226.9% |
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 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