-43.7%
TSCO vs WAT
+38.4%
-82.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.9% |
| 7D | -5.7% | -0.3% | -5.4% | -5.6% |
| 30D | -8.8% | -1.9% | -6.9% | -8.4% |
| 3M | +6.3% | +13.5% | -7.2% | +2.8% |
| 6M | -32.3% | +37.2% | -69.5% | -38.0% |
| YTD | -32.7% | +7.5% | -40.2% | -34.5% |
| 1Y | -43.7% | +35.0% | -78.7% | -45.9% |
| All | -43.7% | +38.4% | -82.0% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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