+629.3%
TSN vs WWD
+14,675.7%
-14,046.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -1.4% | +4.0% | -5.4% | -2.3% |
| 30D | +8.5% | +0.4% | +8.1% | +8.1% |
| 3M | +5.3% | -7.9% | +13.2% | +6.6% |
| 6M | -10.5% | -10.6% | +0.1% | -9.3% |
| YTD | +3.0% | +9.4% | -6.4% | -1.1% |
| 1Y | +12.1% | +25.7% | -13.6% | +4.2% |
| 3Y | +43.1% | +148.5% | -105.4% | +11.3% |
| 5Y | -15.1% | +189.5% | -204.6% | -37.4% |
| 10Y | +14.8% | +451.8% | -436.9% | -30.0% |
| All | +629.3% | +14,675.7% | -14,046.4% | +188.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling