+36.1%
WAT vs TSN
-13.6%
+49.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.1% |
| 7D | +6.0% | +4.9% | +1.2% | +4.9% |
| 30D | +9.9% | +12.1% | -2.2% | +7.1% |
| 3M | +17.2% | +4.1% | +13.0% | +15.9% |
| 6M | +34.2% | -10.9% | +45.1% | +37.8% |
| YTD | +25.5% | +4.8% | +20.7% | +22.1% |
| 1Y | +28.3% | +17.6% | +10.6% | +20.0% |
| 3Y | +88.4% | +43.2% | +45.1% | +65.5% |
| 5Y | +36.1% | -13.9% | +50.0% | +39.4% |
| All | +36.1% | -13.6% | +49.7% | +39.4% |
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