+282.8%
TSN vs WCC
+1,713.7%
-1,431.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.5% | -1.3% |
| 7D | -6.3% | +4.5% | -10.8% | -7.1% |
| 30D | -10.8% | -5.8% | -5.0% | -10.0% |
| 3M | -8.8% | -3.7% | -5.1% | -8.8% |
| 6M | -16.8% | +23.1% | -39.9% | -20.9% |
| YTD | -10.0% | +44.2% | -54.1% | -17.1% |
| 1Y | -5.3% | +62.1% | -67.3% | -15.0% |
| 3Y | +8.5% | +121.1% | -112.6% | -11.8% |
| 5Y | -22.9% | +214.0% | -236.9% | -43.5% |
| 10Y | -12.6% | +472.8% | -485.4% | -47.8% |
| All | +282.8% | +1,713.7% | -1,431.0% | +70.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling