-7.7%
TSN vs WCN
+235.2%
-243.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.7% |
| 7D | +1.4% | -4.4% | +5.8% | +2.8% |
| 30D | -6.2% | -4.4% | -1.7% | -4.9% |
| 3M | -5.7% | +0.5% | -6.1% | -6.0% |
| 6M | -11.4% | -3.3% | -8.1% | -10.8% |
| YTD | -8.2% | -8.5% | +0.3% | -6.1% |
| 1Y | -2.0% | -8.9% | +6.9% | +0.2% |
| 3Y | +11.9% | +18.0% | -6.2% | +3.9% |
| 5Y | -17.8% | +25.0% | -42.8% | -26.2% |
| All | -7.7% | +235.2% | -243.0% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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