+4,092.2%
WAB vs TSN
+438.4%
+3,653.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -3.2% | -6.3% | +3.1% | -1.7% |
| 30D | -4.4% | -10.8% | +6.4% | -1.7% |
| 3M | +7.9% | -8.8% | +16.6% | +10.0% |
| 6M | +8.7% | -16.8% | +25.5% | +13.3% |
| YTD | +33.0% | -10.0% | +43.0% | +35.5% |
| 1Y | +46.7% | -5.3% | +51.9% | +47.1% |
| 3Y | +153.0% | +8.5% | +144.5% | +142.0% |
| 5Y | +222.3% | -22.9% | +245.2% | +234.0% |
| 10Y | +291.0% | -12.6% | +303.6% | +280.8% |
| All | +4,092.2% | +438.4% | +3,653.8% | +2,226.9% |
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