+17,288.6%
TSCO vs WAB
+4,056.8%
+13,231.8%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.3% | -3.3% |
| 7D | -2.5% | +0.2% | -2.7% | -2.5% |
| 30D | -1.1% | -4.6% | +3.4% | +0.1% |
| 3M | +14.3% | +5.6% | +8.6% | +12.1% |
| 6M | -31.9% | +13.8% | -45.7% | -34.7% |
| YTD | -30.7% | +31.9% | -62.5% | -36.2% |
| 1Y | -41.1% | +48.3% | -89.3% | -47.6% |
| 3Y | -17.1% | +167.1% | -184.3% | -38.0% |
| 5Y | -7.5% | +222.9% | -230.4% | -34.9% |
| 10Y | +192.6% | +289.9% | -97.3% | +82.4% |
| All | +17,288.6% | +4,056.8% | +13,231.8% | +6,060.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling