+219.0%
WAB vs TSN
-14.8%
+233.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | +5.1% | -1.4% | +6.5% | +5.4% |
| 30D | +4.0% | +8.5% | -4.5% | +2.0% |
| 3M | +0.1% | +5.3% | -5.2% | -1.3% |
| 6M | +12.8% | -10.5% | +23.3% | +15.6% |
| YTD | +40.1% | +3.0% | +37.1% | +37.7% |
| 1Y | +46.4% | +12.1% | +34.2% | +40.4% |
| 3Y | +167.4% | +43.1% | +124.3% | +131.3% |
| All | +219.0% | -14.8% | +233.8% | +238.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling