-19.5%
TSN vs WCC
+229.6%
-249.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.8% | +1.5% |
| 7D | -5.0% | +8.5% | -13.5% | -5.7% |
| 30D | -9.1% | -1.0% | -8.1% | -9.1% |
| 3M | -7.4% | +2.1% | -9.5% | -7.8% |
| 6M | -13.4% | +36.8% | -50.2% | -16.6% |
| YTD | -8.5% | +47.7% | -56.2% | -12.8% |
| 1Y | -3.2% | +66.5% | -69.7% | -9.1% |
| 3Y | +11.5% | +134.2% | -122.7% | -2.8% |
| 5Y | -19.5% | +231.6% | -251.2% | -35.6% |
| All | -19.5% | +229.6% | -249.2% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling