+306.4%
WM vs TSN
-11.8%
+318.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.6% | -1.1% |
| 7D | -0.3% | -6.3% | +6.0% | +0.8% |
| 30D | -2.4% | -10.8% | +8.4% | -0.5% |
| 3M | +0.4% | -8.8% | +9.2% | +1.9% |
| 6M | -9.5% | -16.8% | +7.3% | -6.8% |
| YTD | +0.5% | -10.0% | +10.5% | +1.9% |
| 1Y | -1.1% | -5.3% | +4.2% | -0.8% |
| 3Y | +46.0% | +8.5% | +37.5% | +41.7% |
| 5Y | +51.8% | -22.9% | +74.7% | +55.8% |
| All | +306.4% | -11.8% | +318.3% | +300.3% |
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