-32.7%
TSCO vs SW
+25.9%
-58.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | +0.4% | -2.6% | +3.0% | +1.2% |
| 30D | +9.8% | +7.2% | +2.6% | +7.9% |
| 3M | +4.8% | -10.5% | +15.3% | +7.3% |
| 6M | +23.3% | +9.9% | +13.4% | +19.4% |
| YTD | -25.1% | +17.2% | -42.3% | -30.3% |
| 1Y | -32.7% | +26.5% | -59.2% | -39.1% |
| All | -32.7% | +25.9% | -58.6% | -39.1% |
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