+44.2%
TSN vs WCC
+138.4%
-94.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.4% | +14.2% | -15.6% | -1.7% |
| 30D | +10.2% | -9.8% | +20.0% | +10.4% |
| 3M | +7.2% | -10.1% | +17.3% | +7.4% |
| 6M | -10.6% | -9.4% | -1.2% | -10.5% |
| YTD | +3.7% | +34.4% | -30.7% | +1.2% |
| 1Y | +13.5% | +23.3% | -9.8% | +11.2% |
| All | +44.2% | +138.4% | -94.2% | +25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling