+144.1%
WMB vs TECK
+76.5%
+67.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | +0.6% | -0.3% | +0.9% | +0.6% |
| 30D | +3.3% | +4.6% | -1.4% | +2.5% |
| 3M | +3.1% | +2.8% | +0.3% | +2.3% |
| 6M | -0.7% | +24.9% | -25.6% | -5.3% |
| YTD | +25.2% | +44.7% | -19.6% | +15.7% |
| 1Y | +32.9% | +112.0% | -79.1% | +13.4% |
| All | +144.1% | +76.5% | +67.6% | +108.4% |
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