+942.7%
WMT vs TECK
+2,212.2%
-1,269.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | -0.1% |
| 7D | -0.2% | +4.9% | -5.1% | -0.5% |
| 30D | -5.8% | +5.2% | -11.0% | -6.1% |
| 3M | -10.8% | +13.8% | -24.6% | -11.6% |
| 6M | -14.3% | +38.5% | -52.8% | -16.3% |
| YTD | -4.4% | +47.3% | -51.7% | -7.1% |
| 1Y | +4.3% | +81.0% | -76.7% | 0.0% |
| 3Y | +100.1% | +79.9% | +20.2% | +90.1% |
| 5Y | +130.8% | +207.9% | -77.0% | +109.8% |
| 10Y | +433.7% | +389.5% | +44.2% | +353.2% |
| All | +942.7% | +2,212.2% | -1,269.5% | +748.9% |
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