+345.7%
TSN vs WCC
+1,591.2%
-1,245.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.3% | -4.0% | -1.3% |
| 7D | -0.3% | +3.3% | -3.6% | -1.0% |
| 30D | +11.8% | -9.4% | +21.2% | +13.0% |
| 3M | +7.1% | -10.5% | +17.6% | +8.2% |
| 6M | -9.2% | -10.4% | +1.2% | -8.9% |
| YTD | +4.8% | +34.4% | -29.6% | -3.0% |
| 1Y | +11.6% | +27.7% | -16.0% | +4.1% |
| 3Y | +41.5% | +137.9% | -96.4% | +12.8% |
| 5Y | -15.5% | +147.0% | -162.6% | -35.7% |
| 10Y | +16.9% | +442.5% | -425.6% | -29.9% |
| All | +345.7% | +1,591.2% | -1,245.6% | +99.1% |
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