-40.9%
TSCO vs WAB
+48.2%
-89.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | +0.8% | -3.2% | +4.0% | +1.4% |
| 30D | +5.5% | -4.4% | +9.9% | +6.4% |
| 3M | +20.0% | +7.9% | +12.1% | +17.3% |
| 6M | -29.8% | +8.7% | -38.5% | -31.5% |
| YTD | -28.7% | +33.0% | -61.6% | -34.7% |
| 1Y | -40.9% | +46.7% | -87.6% | -46.8% |
| All | -40.9% | +48.2% | -89.1% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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