+18.2%
TSN vs WST
+446.4%
-428.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +5.8% | +1.4% | +4.5% | +5.7% |
| 30D | +12.8% | +12.7% | +0.1% | +11.2% |
| 3M | +6.5% | +17.2% | -10.7% | +4.4% |
| 6M | -10.3% | +26.7% | -36.9% | -12.9% |
| YTD | +5.5% | +50.3% | -44.8% | 0.0% |
| 1Y | +15.8% | +50.2% | -34.4% | +9.6% |
| 3Y | +42.5% | +21.7% | +20.8% | +33.8% |
| 5Y | -14.3% | +2.0% | -16.4% | -19.1% |
| 10Y | +18.2% | +451.1% | -432.9% | -31.1% |
| All | +18.2% | +446.4% | -428.2% | -31.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling