+313.2%
WMB vs TECK
+372.8%
-59.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.3% |
| 7D | 0.0% | +4.9% | -4.9% | -1.3% |
| 30D | +4.6% | +5.2% | -0.6% | +3.0% |
| 3M | +5.7% | +13.8% | -8.0% | +1.1% |
| 6M | +4.2% | +38.5% | -34.3% | -6.9% |
| YTD | +26.8% | +47.3% | -20.5% | +10.5% |
| 1Y | +34.7% | +81.0% | -46.3% | +9.9% |
| 3Y | +146.8% | +79.9% | +66.9% | +92.5% |
| 5Y | +285.0% | +207.9% | +77.2% | +136.8% |
| 10Y | +313.2% | +389.5% | -76.3% | +79.3% |
| All | +313.2% | +372.8% | -59.7% | +79.3% |
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