+1,055.3%
TSN vs WST
+14,518.0%
-13,462.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.1% |
| 7D | +4.6% | -3.1% | +7.7% | +5.3% |
| 30D | +15.4% | +9.1% | +6.3% | +13.4% |
| 3M | +2.9% | +14.7% | -11.8% | -0.1% |
| 6M | -10.8% | +28.0% | -38.8% | -15.6% |
| YTD | +4.5% | +45.6% | -41.2% | -4.3% |
| 1Y | +19.5% | +45.7% | -26.1% | +9.4% |
| 3Y | +42.2% | +21.1% | +21.1% | +27.4% |
| 5Y | -14.2% | +0.3% | -14.5% | -21.9% |
| 10Y | +15.4% | +449.0% | -433.7% | -35.4% |
| All | +1,055.3% | +14,518.0% | -13,462.7% | +234.7% |
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