-19.7%
TSN vs WWD
+191.3%
-211.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -1.0% |
| 7D | -7.3% | +0.6% | -7.9% | -7.4% |
| 30D | -8.6% | -5.1% | -3.5% | -8.2% |
| 3M | -7.5% | -11.2% | +3.7% | -6.7% |
| 6M | -14.1% | -12.0% | -2.1% | -13.5% |
| YTD | -9.4% | +12.0% | -21.4% | -11.6% |
| 1Y | -4.1% | +42.8% | -46.9% | -9.6% |
| 3Y | +10.3% | +168.9% | -158.6% | -8.7% |
| 5Y | -19.7% | +192.2% | -211.9% | -37.1% |
| All | -19.7% | +191.3% | -211.0% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling