+4,316.0%
WAB vs TSN
+515.9%
+3,800.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | +5.1% | -1.4% | +6.5% | +5.5% |
| 30D | +4.0% | +8.5% | -4.5% | +1.7% |
| 3M | +0.1% | +5.3% | -5.2% | -1.5% |
| 6M | +12.8% | -10.5% | +23.3% | +15.4% |
| YTD | +40.1% | +3.0% | +37.1% | +37.7% |
| 1Y | +46.4% | +12.1% | +34.2% | +40.6% |
| 3Y | +167.4% | +43.1% | +124.3% | +137.7% |
| 5Y | +215.0% | -15.1% | +230.1% | +218.2% |
| 10Y | +269.2% | +14.8% | +254.4% | +236.5% |
| All | +4,316.0% | +515.9% | +3,800.2% | +2,264.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling