+142.1%
WEC vs TSN
-5.9%
+148.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.1% | -1.0% |
| 7D | -1.3% | +1.4% | -2.6% | -1.5% |
| 30D | -0.4% | -6.2% | +5.8% | +0.6% |
| 3M | -6.8% | -5.7% | -1.1% | -6.0% |
| 6M | -6.4% | -11.4% | +5.0% | -4.8% |
| YTD | +2.5% | -8.2% | +10.7% | +3.5% |
| 1Y | -0.4% | -2.0% | +1.6% | -0.7% |
| 3Y | +38.5% | +11.9% | +26.7% | +34.5% |
| 5Y | +31.7% | -17.8% | +49.4% | +33.3% |
| All | +142.1% | -5.9% | +148.0% | +143.6% |
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