+113.2%
WDC vs TSN
+19.9%
+93.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +5.4% | -12.2% | -4.6% |
| 7D | -18.3% | +8.4% | -26.7% | -15.5% |
| 30D | -26.7% | +16.1% | -42.8% | -22.4% |
| 3M | -40.9% | +3.2% | -44.1% | -39.4% |
| 6M | -26.8% | -11.1% | -15.6% | -23.0% |
| YTD | +88.2% | +5.1% | +83.1% | +93.3% |
| 1Y | +113.2% | +19.4% | +93.8% | +95.9% |
| All | +113.2% | +19.9% | +93.3% | +95.9% |
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 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