+62.1%
WM vs TECK
+131.7%
-69.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.9% | +5.5% | +1.7% |
| 7D | +1.2% | +2.1% | -1.0% | +1.1% |
| 30D | +15.2% | -8.9% | +24.1% | +15.4% |
| 3M | +8.3% | -7.1% | +15.4% | +8.4% |
| 6M | +13.1% | -7.0% | +20.1% | +13.2% |
| YTD | +12.5% | +28.3% | -15.8% | +10.6% |
| 1Y | +21.8% | +40.6% | -18.8% | +19.0% |
| 3Y | +48.8% | +78.2% | -29.4% | +40.6% |
| 5Y | +62.1% | +129.5% | -67.5% | +46.2% |
| All | +62.1% | +131.7% | -69.7% | +46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling