+167.4%
WAB vs TSN
+41.9%
+125.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | +5.1% | -1.4% | +6.5% | +5.2% |
| 30D | +4.0% | +8.5% | -4.5% | +3.0% |
| 3M | +0.1% | +5.3% | -5.2% | -0.6% |
| 6M | +12.8% | -10.5% | +23.3% | +14.6% |
| YTD | +40.1% | +3.0% | +37.1% | +38.9% |
| 1Y | +46.4% | +12.1% | +34.2% | +43.1% |
| 3Y | +167.4% | +43.1% | +124.3% | +147.8% |
| All | +167.4% | +41.9% | +125.4% | +147.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling