-10.3%
TSCO vs WAT
-5.3%
-5.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | -3.1% | -2.9% | -0.2% | -2.3% |
| 30D | -4.4% | -3.2% | -1.1% | -3.5% |
| 3M | +9.7% | +10.6% | -0.9% | +6.4% |
| 6M | -32.4% | +34.0% | -66.5% | -38.3% |
| YTD | -31.7% | +5.7% | -37.4% | -33.4% |
| 1Y | -41.3% | +37.1% | -78.3% | -47.0% |
| 3Y | -18.3% | +52.4% | -70.7% | -32.5% |
| 5Y | -10.3% | -4.4% | -5.8% | -13.8% |
| All | -10.3% | -5.3% | -5.0% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling