+44.7%
WM vs TECK
+86.0%
-41.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +0.2% |
| 7D | +1.2% | +1.7% | -0.5% | +1.2% |
| 30D | +13.7% | -7.6% | +21.3% | +13.4% |
| 3M | +5.2% | -5.9% | +11.1% | +5.1% |
| 6M | +11.2% | -2.8% | +14.0% | +11.5% |
| YTD | +9.4% | +31.8% | -22.4% | +9.6% |
| 1Y | +20.4% | +49.1% | -28.7% | +20.5% |
| 3Y | +44.7% | +83.0% | -38.3% | +43.8% |
| All | +44.7% | +86.0% | -41.3% | +43.8% |
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