+1,394.6%
WDC vs TSN
+10.3%
+1,384.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.1% | +0.9% |
| 7D | +7.5% | -7.3% | +14.8% | +6.1% |
| 30D | +10.1% | -8.6% | +18.7% | +8.4% |
| 3M | -6.8% | -7.5% | +0.7% | -7.9% |
| 6M | +84.1% | -14.1% | +98.3% | +81.3% |
| YTD | +180.3% | -9.4% | +189.7% | +177.1% |
| 1Y | +411.1% | -4.1% | +415.2% | +407.8% |
| All | +1,394.6% | +10.3% | +1,384.3% | +1,359.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling