-18.4%
TSCO vs WAT
+52.2%
-70.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | -3.1% | -2.9% | -0.2% | -2.5% |
| 30D | -4.4% | -3.2% | -1.1% | -3.7% |
| 3M | +9.7% | +10.6% | -0.9% | +7.0% |
| 6M | -32.4% | +34.0% | -66.5% | -37.2% |
| YTD | -31.7% | +5.7% | -37.4% | -33.1% |
| 1Y | -41.3% | +37.1% | -78.3% | -45.8% |
| All | -18.4% | +52.2% | -70.6% | -28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling