+10,726.6%
WAT vs TSN
+429.3%
+10,297.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -0.9% |
| 7D | -1.3% | -6.3% | +5.0% | -0.2% |
| 30D | +2.3% | -10.8% | +13.2% | +4.4% |
| 3M | +8.7% | -8.8% | +17.5% | +10.2% |
| 6M | +28.3% | -16.8% | +45.1% | +31.9% |
| YTD | +7.8% | -10.0% | +17.8% | +9.0% |
| 1Y | +36.6% | -5.3% | +41.9% | +36.6% |
| 3Y | +45.7% | +8.5% | +37.2% | +41.6% |
| 5Y | -3.3% | -22.9% | +19.6% | -0.9% |
| 10Y | +162.1% | -12.6% | +174.7% | +154.3% |
| All | +10,726.6% | +429.3% | +10,297.2% | +6,624.3% |
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