+3,488.8%
WMB vs TECK
+2,171.4%
+1,317.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +0.6% | -0.3% | +0.9% | +0.6% |
| 30D | +3.3% | +4.6% | -1.4% | +1.5% |
| 3M | +3.1% | +2.8% | +0.3% | +0.9% |
| 6M | -0.7% | +24.9% | -25.6% | -10.2% |
| YTD | +25.2% | +44.7% | -19.6% | +7.0% |
| 1Y | +32.9% | +112.0% | -79.1% | -0.9% |
| 3Y | +140.6% | +67.6% | +73.0% | +84.5% |
| 5Y | +273.5% | +200.3% | +73.1% | +118.9% |
| 10Y | +334.2% | +358.2% | -24.0% | +83.7% |
| All | +3,488.8% | +2,171.4% | +1,317.4% | +586.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling