+537.6%
TSN vs WWD
+15,408.5%
-14,871.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -0.9% |
| 7D | -6.3% | +1.3% | -7.6% | -6.6% |
| 30D | -10.8% | -7.2% | -3.6% | -9.5% |
| 3M | -8.8% | -3.8% | -4.9% | -8.5% |
| 6M | -16.8% | -9.9% | -6.9% | -15.9% |
| YTD | -10.0% | +14.8% | -24.8% | -14.1% |
| 1Y | -5.3% | +42.1% | -47.3% | -14.2% |
| 3Y | +8.5% | +170.8% | -162.3% | -16.9% |
| 5Y | -22.9% | +197.5% | -220.4% | -43.3% |
| 10Y | -12.6% | +477.8% | -490.5% | -47.1% |
| All | +537.6% | +15,408.5% | -14,871.0% | +150.3% |
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 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