+26.3%
WAT vs TSN
+12.6%
+13.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | +3.4% | +5.8% | -2.4% | +4.1% |
| 30D | +9.6% | +12.8% | -3.2% | +11.3% |
| 3M | +15.5% | +6.5% | +9.0% | +16.5% |
| 6M | +33.9% | -10.3% | +44.2% | +33.8% |
| YTD | +25.2% | +5.5% | +19.7% | +24.1% |
| 1Y | +26.3% | +15.8% | +10.5% | +22.2% |
| All | +26.3% | +12.6% | +13.6% | +22.2% |
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 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