+3,978.4%
WEC vs TSN
+890.5%
+3,088.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.6% |
| 7D | -0.3% | -6.3% | +6.1% | +0.5% |
| 30D | -1.3% | -10.8% | +9.5% | +0.1% |
| 3M | -3.9% | -8.8% | +4.8% | -2.9% |
| 6M | -8.3% | -16.8% | +8.5% | -6.4% |
| YTD | +3.1% | -10.0% | +13.1% | +4.1% |
| 1Y | +1.9% | -5.3% | +7.2% | +2.2% |
| 3Y | +41.9% | +8.5% | +33.4% | +39.4% |
| 5Y | +30.8% | -22.9% | +53.7% | +33.3% |
| 10Y | +141.9% | -12.6% | +154.6% | +137.5% |
| All | +3,978.4% | +890.5% | +3,088.0% | +2,587.7% |
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