+328.7%
WM vs TSN
+13.2%
+315.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -0.5% | +4.9% | -5.4% | -1.3% |
| 30D | +13.3% | +12.1% | +1.2% | +11.0% |
| 3M | +4.4% | +4.1% | +0.3% | +3.5% |
| 6M | +10.8% | -10.9% | +21.7% | +12.8% |
| YTD | +9.1% | +4.8% | +4.3% | +7.6% |
| 1Y | +19.1% | +17.6% | +1.5% | +15.0% |
| 3Y | +45.7% | +43.2% | +2.4% | +34.4% |
| 5Y | +60.4% | -13.9% | +74.3% | +61.6% |
| 10Y | +328.7% | +11.8% | +316.9% | +303.6% |
| All | +328.7% | +13.2% | +315.5% | +303.6% |
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