+2,622.8%
TSCO vs SW
+755.0%
+1,867.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.1% | +1.1% |
| 7D | +0.8% | -5.1% | +5.9% | +0.9% |
| 30D | +5.5% | -4.6% | +10.0% | +5.6% |
| 3M | +20.0% | +9.4% | +10.6% | +19.6% |
| 6M | -29.8% | +3.5% | -33.3% | -29.9% |
| YTD | -28.7% | +22.0% | -50.7% | -29.1% |
| 1Y | -40.9% | +2.2% | -43.1% | -41.1% |
| 3Y | -15.9% | +19.6% | -35.5% | -16.6% |
| 5Y | -3.5% | -2.3% | -1.1% | -4.4% |
| 10Y | +142.2% | +181.4% | -39.1% | +138.0% |
| All | +2,622.8% | +755.0% | +1,867.8% | +2,572.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling