+288.2%
WAB vs TSN
-5.9%
+294.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.5% |
| 7D | -0.2% | +1.4% | -1.6% | -0.7% |
| 30D | -5.9% | -6.2% | +0.3% | -4.0% |
| 3M | +9.4% | -5.7% | +15.0% | +11.0% |
| 6M | +13.8% | -11.4% | +25.2% | +17.4% |
| YTD | +31.8% | -8.2% | +39.9% | +33.9% |
| 1Y | +48.5% | -2.0% | +50.5% | +47.0% |
| 3Y | +167.0% | +11.9% | +155.1% | +146.1% |
| 5Y | +222.3% | -17.8% | +240.1% | +230.4% |
| All | +288.2% | -5.9% | +294.0% | +256.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling