+280.9%
WMB vs TECK
+218.8%
+62.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +1.8% |
| 7D | +1.6% | -1.2% | +2.8% | +1.9% |
| 30D | -7.1% | -5.7% | -1.3% | -5.9% |
| 3M | -4.0% | -3.6% | -0.4% | -3.7% |
| 6M | -5.7% | -2.2% | -3.5% | -6.9% |
| YTD | +17.2% | +33.6% | -16.4% | +4.1% |
| 1Y | +17.2% | +49.0% | -31.8% | +0.6% |
| 3Y | +121.1% | +85.4% | +35.7% | +69.4% |
| 5Y | +197.2% | +138.5% | +58.7% | +95.9% |
| 10Y | +280.9% | +218.0% | +62.9% | +74.8% |
| All | +280.9% | +218.8% | +62.1% | +74.8% |
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 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