-30.9%
TSCO vs SW
+26.3%
-57.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | +5.9% | +1.8% | +4.1% | +5.4% |
| 30D | +11.0% | +7.0% | +4.0% | +9.0% |
| 3M | +9.0% | -7.6% | +16.6% | +10.7% |
| 6M | +23.9% | +8.5% | +15.3% | +20.4% |
| YTD | -23.7% | +17.7% | -41.4% | -29.2% |
| All | -30.9% | +26.3% | -57.2% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 1y: compounded portfolio wealth divided by compounded SW 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…
1y analysis · Full analysis span regression · 6 months rolling