+343.9%
TSN vs WCN
+8,080.5%
-7,736.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.7% |
| 7D | -1.4% | +2.6% | -4.0% | -2.0% |
| 30D | +8.5% | +23.9% | -15.5% | +3.7% |
| 3M | +5.3% | +17.4% | -12.1% | +1.7% |
| 6M | -10.5% | +28.0% | -38.5% | -15.1% |
| YTD | +3.0% | +11.6% | -8.6% | +0.2% |
| 1Y | +12.1% | +16.9% | -4.7% | +8.0% |
| 3Y | +43.1% | +51.6% | -8.5% | +30.4% |
| 5Y | -15.1% | +48.0% | -63.1% | -22.8% |
| 10Y | +14.8% | +322.6% | -307.8% | -15.2% |
| All | +343.9% | +8,080.5% | -7,736.6% | +138.3% |
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