-7.7%
TSN vs WCC
+518.6%
-526.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.2% | +4.6% | +2.0% |
| 7D | +1.4% | +1.7% | -0.3% | +1.0% |
| 30D | -6.2% | -6.1% | -0.1% | -5.3% |
| 3M | -5.7% | +3.1% | -8.8% | -6.8% |
| 6M | -11.4% | +28.2% | -39.6% | -16.5% |
| YTD | -8.2% | +41.1% | -49.3% | -15.4% |
| 1Y | -2.0% | +61.3% | -63.3% | -12.5% |
| 3Y | +11.9% | +123.6% | -111.8% | -11.1% |
| 5Y | -17.8% | +214.8% | -232.5% | -42.9% |
| All | -7.7% | +518.6% | -526.3% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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