+144.1%
WMB vs TSN
+10.8%
+133.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | +0.6% | -6.3% | +6.9% | +0.8% |
| 30D | +3.3% | -10.8% | +14.1% | +3.7% |
| 3M | +3.1% | -8.8% | +11.9% | +3.3% |
| 6M | -0.7% | -16.8% | +16.1% | 0.0% |
| YTD | +25.2% | -10.0% | +35.2% | +25.1% |
| 1Y | +32.9% | -5.3% | +38.1% | +32.0% |
| All | +144.1% | +10.8% | +133.3% | +132.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling