+31.2%
WEC vs TSN
-20.2%
+51.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | +0.4% | -7.3% | +7.7% | +2.1% |
| 30D | +0.9% | -8.6% | +9.5% | +3.0% |
| 3M | -5.3% | -7.5% | +2.2% | -3.8% |
| 6M | -6.6% | -14.1% | +7.6% | -3.6% |
| YTD | +3.3% | -9.4% | +12.7% | +4.9% |
| 1Y | +2.1% | -4.1% | +6.1% | +1.8% |
| 3Y | +39.6% | +10.3% | +29.2% | +32.4% |
| 5Y | +31.2% | -19.7% | +50.9% | +32.1% |
| All | +31.2% | -20.2% | +51.4% | +32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling