+28,547.2%
WM vs TSN
+1,049.6%
+27,497.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.0% |
| 7D | +1.2% | +4.6% | -3.4% | +0.6% |
| 30D | +13.1% | +15.4% | -2.4% | +10.9% |
| 3M | +3.6% | +2.9% | +0.7% | +3.1% |
| 6M | +8.1% | -10.8% | +18.9% | +9.6% |
| YTD | +8.9% | +4.5% | +4.4% | +7.9% |
| 1Y | +20.3% | +19.5% | +0.8% | +16.9% |
| 3Y | +46.2% | +42.2% | +4.0% | +37.9% |
| 5Y | +59.9% | -14.2% | +74.1% | +60.4% |
| 10Y | +345.6% | +15.4% | +330.2% | +319.9% |
| All | +28,547.2% | +1,049.6% | +27,497.7% | +19,113.9% |
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