+11.5%
TSN vs WWD
+164.2%
-152.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +1.7% |
| 7D | -5.0% | +0.8% | -5.8% | -5.1% |
| 30D | -9.1% | -6.4% | -2.7% | -8.9% |
| 3M | -7.4% | -5.6% | -1.8% | -7.4% |
| 6M | -13.4% | -9.1% | -4.3% | -13.4% |
| YTD | -8.5% | +12.5% | -21.0% | -9.3% |
| 1Y | -3.2% | +41.3% | -44.5% | -5.4% |
| 3Y | +11.5% | +170.2% | -158.7% | -0.7% |
| All | +11.5% | +164.2% | -152.7% | -0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling