-10.4%
TSCO vs WAB
+221.8%
-232.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.9% |
| 7D | -5.7% | +0.1% | -5.8% | -5.7% |
| 30D | -8.8% | -4.1% | -4.7% | -7.5% |
| 3M | +6.3% | +8.2% | -1.8% | +2.8% |
| 6M | -32.3% | +15.4% | -47.7% | -36.3% |
| YTD | -32.7% | +33.1% | -65.8% | -40.2% |
| 1Y | -43.7% | +48.1% | -91.7% | -52.1% |
| 3Y | -19.7% | +167.7% | -187.4% | -48.2% |
| All | -10.4% | +221.8% | -232.2% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling