+15.0%
TSN vs WST
+52.7%
-37.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.0% | +0.1% |
| 7D | +4.9% | +1.3% | +3.6% | +4.8% |
| 30D | +12.1% | +12.9% | -0.8% | +11.3% |
| 3M | +4.1% | +16.7% | -12.6% | +3.2% |
| 6M | -10.9% | +26.8% | -37.7% | -12.0% |
| YTD | +4.8% | +50.5% | -45.7% | +1.6% |
| All | +15.0% | +52.7% | -37.8% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling