-10.4%
TSCO vs W
-62.2%
+51.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.7% | -1.7% |
| 7D | -5.7% | -0.9% | -4.8% | -5.6% |
| 30D | -8.8% | -4.2% | -4.5% | -8.4% |
| 3M | +6.3% | +26.9% | -20.6% | +2.5% |
| 6M | -32.3% | +31.2% | -63.5% | -35.4% |
| YTD | -32.7% | -1.8% | -30.9% | -33.9% |
| 1Y | -43.7% | +9.3% | -53.0% | -45.8% |
| 3Y | -19.7% | +33.2% | -52.9% | -28.8% |
| All | -10.4% | -62.2% | +51.8% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 5y: compounded portfolio wealth divided by compounded W 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…
5y analysis · Full analysis span regression · 6 months rolling