+4,422.3%
WEC vs TSN
+1,053.2%
+3,369.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | -0.5% | -0.3% | -0.3% | -0.5% |
| 30D | +12.0% | +11.8% | +0.2% | +10.4% |
| 3M | +11.1% | +7.1% | +4.0% | +10.0% |
| 6M | +6.0% | -9.2% | +15.1% | +7.1% |
| YTD | +14.3% | +4.8% | +9.5% | +13.2% |
| 1Y | +8.0% | +11.6% | -3.7% | +6.1% |
| 3Y | +62.8% | +41.5% | +21.3% | +54.8% |
| 5Y | +55.3% | -15.5% | +70.8% | +56.4% |
| 10Y | +193.2% | +16.9% | +176.3% | +177.8% |
| All | +4,422.3% | +1,053.2% | +3,369.1% | +2,822.7% |
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