+46.5%
WM vs TECK
+84.1%
-37.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.3% |
| 7D | +0.8% | -1.2% | +2.0% | +0.7% |
| 30D | +13.8% | -5.7% | +19.5% | +13.6% |
| 3M | +6.4% | -3.6% | +10.0% | +6.4% |
| 6M | +13.2% | -2.2% | +15.4% | +13.6% |
| YTD | +10.8% | +33.6% | -22.8% | +11.0% |
| 1Y | +20.2% | +49.0% | -28.8% | +20.4% |
| All | +46.5% | +84.1% | -37.6% | +45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling