+50,177.4%
TSCO vs BWA
+2,831.9%
+47,345.5%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.4% |
| 7D | +1.7% | +4.3% | -2.6% | +0.4% |
| 30D | +2.8% | -2.9% | +5.7% | +3.4% |
| 3M | +17.9% | -12.4% | +30.3% | +21.7% |
| 6M | -28.6% | +28.6% | -57.1% | -34.8% |
| YTD | -28.0% | +48.2% | -76.3% | -37.8% |
| 1Y | -39.9% | +50.9% | -90.8% | -48.5% |
| 3Y | -14.0% | +72.2% | -86.2% | -30.9% |
| 5Y | -2.9% | +91.1% | -94.0% | -26.5% |
| 10Y | +199.5% | +144.0% | +55.5% | +94.8% |
| All | +50,177.4% | +2,831.9% | +47,345.5% | +23,677.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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