+181.2%
TSCO vs GWW
+570.2%
-388.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.8% |
| 7D | -5.7% | -3.4% | -2.3% | -4.5% |
| 30D | -8.8% | -1.9% | -6.9% | -8.2% |
| 3M | +6.3% | -2.4% | +8.7% | +6.9% |
| 6M | -32.3% | +15.7% | -48.0% | -36.3% |
| YTD | -32.7% | +27.6% | -60.3% | -39.2% |
| 1Y | -43.7% | +27.2% | -70.9% | -49.1% |
| 3Y | -19.7% | +89.7% | -109.3% | -38.2% |
| 5Y | -11.6% | +223.9% | -235.5% | -44.9% |
| All | +181.2% | +570.2% | -388.9% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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