+1,188.5%
WDC vs TSN
-4.9%
+1,193.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -3.3% |
| 7D | -4.3% | +3.0% | -7.3% | -5.3% |
| 30D | -1.5% | -4.2% | +2.7% | -0.1% |
| 3M | -15.5% | -3.9% | -11.6% | -15.3% |
| 6M | +66.5% | -9.8% | +76.3% | +69.3% |
| YTD | +159.9% | -7.3% | +167.1% | +160.1% |
| 1Y | +366.0% | -2.2% | +368.2% | +354.9% |
| 3Y | +1,285.8% | +11.9% | +1,273.9% | +1,128.1% |
| 5Y | +925.6% | -16.9% | +942.5% | +923.7% |
| All | +1,188.5% | -4.9% | +1,193.5% | +1,002.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling