+11.6%
TSN vs WWD
+25.8%
-14.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.6% |
| 7D | -0.3% | +3.7% | -4.0% | -0.1% |
| 30D | +11.8% | +1.8% | +10.0% | +11.9% |
| 3M | +7.1% | -5.0% | +12.1% | +7.1% |
| 6M | -9.2% | -8.4% | -0.8% | -9.3% |
| YTD | +4.8% | +12.3% | -7.5% | +5.6% |
| 1Y | +11.6% | +26.2% | -14.6% | +12.4% |
| All | +11.6% | +25.8% | -14.1% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling