+27.3%
WAT vs TSN
+19.9%
+7.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.4% | -3.7% | +2.3% |
| 7D | -1.9% | +8.4% | -10.4% | -1.0% |
| 30D | +6.2% | +16.1% | -9.8% | +8.2% |
| 3M | +18.1% | +3.2% | +14.9% | +18.6% |
| 6M | +54.9% | -11.1% | +66.0% | +55.0% |
| YTD | +23.1% | +5.1% | +18.0% | +21.9% |
| 1Y | +27.3% | +19.4% | +7.9% | +22.1% |
| All | +27.3% | +19.9% | +7.4% | +22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling