+17,845.4%
WDC vs TSN
+890.5%
+16,954.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.7% | +6.5% | +6.1% |
| 7D | +1.7% | -6.3% | +8.1% | +3.8% |
| 30D | -10.0% | -10.8% | +0.8% | -6.7% |
| 3M | -18.8% | -8.8% | -10.0% | -17.3% |
| 6M | +79.0% | -16.8% | +95.8% | +87.0% |
| YTD | +171.6% | -10.0% | +181.5% | +175.3% |
| 1Y | +417.4% | -5.3% | +422.6% | +414.0% |
| 3Y | +1,251.8% | +8.5% | +1,243.3% | +1,151.5% |
| 5Y | +911.7% | -22.9% | +934.6% | +939.5% |
| 10Y | +1,399.6% | -12.6% | +1,412.3% | +1,335.8% |
| All | +17,845.4% | +890.5% | +16,954.9% | +4,812.0% |
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