+12.4%
TSN vs WWD
+442.7%
-430.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +0.9% | -0.6% |
| 7D | -1.4% | +8.2% | -9.6% | -3.2% |
| 30D | +10.2% | -0.2% | +10.3% | +9.9% |
| 3M | +7.2% | -8.4% | +15.6% | +8.8% |
| 6M | -10.6% | -9.5% | -1.1% | -9.6% |
| YTD | +3.7% | +10.1% | -6.3% | -1.2% |
| 1Y | +13.5% | +21.6% | -8.1% | +5.0% |
| 3Y | +40.1% | +149.6% | -109.5% | +2.9% |
| 5Y | -14.5% | +191.3% | -205.8% | -41.6% |
| All | +12.4% | +442.7% | -430.3% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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