+895.4%
TSN vs WST
+12,330.1%
-11,434.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -6.3% | +0.7% | -7.1% | -6.5% |
| 30D | -10.8% | -3.1% | -7.7% | -10.2% |
| 3M | -8.8% | +7.2% | -16.0% | -10.2% |
| 6M | -16.8% | +36.8% | -53.6% | -22.5% |
| YTD | -10.0% | +23.8% | -33.8% | -14.7% |
| 1Y | -5.3% | +37.8% | -43.0% | -12.5% |
| 3Y | +8.5% | -15.9% | +24.4% | +5.4% |
| 5Y | -22.9% | -25.8% | +2.9% | -25.0% |
| 10Y | -12.6% | +319.6% | -332.2% | -48.0% |
| All | +895.4% | +12,330.1% | -11,434.7% | +198.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling