-7.7%
TSN vs WST
+341.6%
-349.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +1.1% |
| 7D | +1.4% | +0.4% | +0.9% | +1.3% |
| 30D | -6.2% | -2.0% | -4.1% | -6.0% |
| 3M | -5.7% | +4.1% | -9.8% | -6.2% |
| 6M | -11.4% | +47.4% | -58.8% | -15.7% |
| YTD | -8.2% | +25.4% | -33.6% | -11.1% |
| 1Y | -2.0% | +35.3% | -37.3% | -6.2% |
| 3Y | +11.9% | -11.7% | +23.6% | +9.9% |
| 5Y | -17.8% | -24.0% | +6.3% | -19.0% |
| All | -7.7% | +341.6% | -349.4% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WST 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling