-7.7%
TSN vs WWD
+490.2%
-498.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.8% | +1.7% |
| 7D | +1.4% | -2.9% | +4.2% | +2.0% |
| 30D | -6.2% | -6.6% | +0.4% | -4.8% |
| 3M | -5.7% | -9.3% | +3.6% | -4.1% |
| 6M | -11.4% | -13.6% | +2.3% | -9.4% |
| YTD | -8.2% | +10.4% | -18.5% | -12.2% |
| 1Y | -2.0% | +39.9% | -41.9% | -12.5% |
| 3Y | +11.9% | +165.0% | -153.2% | -19.1% |
| 5Y | -17.8% | +183.8% | -201.6% | -43.3% |
| All | -7.7% | +490.2% | -498.0% | -48.3% |
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