+288.1%
TSN vs WCN
+6,839.3%
-6,551.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | -6.3% | -0.6% | -5.7% | -6.2% |
| 30D | -10.8% | +0.4% | -11.2% | -10.9% |
| 3M | -8.8% | +7.3% | -16.1% | -10.1% |
| 6M | -16.8% | -2.5% | -14.3% | -16.6% |
| YTD | -10.0% | -5.4% | -4.6% | -9.3% |
| 1Y | -5.3% | -8.5% | +3.2% | -4.0% |
| 3Y | +8.5% | +20.8% | -12.3% | +3.6% |
| 5Y | -22.9% | +30.0% | -52.9% | -28.0% |
| 10Y | -12.6% | +238.4% | -251.0% | -32.4% |
| All | +288.1% | +6,839.3% | -6,551.3% | +115.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling