+10.4%
TSN vs WCN
+20.9%
-10.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.9% |
| 7D | -5.0% | -0.4% | -4.6% | -5.0% |
| 30D | -9.1% | -2.1% | -7.0% | -8.7% |
| 3M | -7.4% | +6.4% | -13.8% | -8.8% |
| 6M | -13.4% | -3.7% | -9.7% | -12.7% |
| YTD | -8.5% | -6.4% | -2.1% | -7.3% |
| 1Y | -3.2% | -7.9% | +4.8% | -1.6% |
| All | +10.4% | +20.9% | -10.5% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling