-10.4%
TSCO vs WCC
+223.5%
-233.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.6% | -5.1% | -2.2% |
| 7D | -5.7% | +1.4% | -7.0% | -5.9% |
| 30D | -8.8% | -2.3% | -6.5% | -8.6% |
| 3M | +6.3% | +3.7% | +2.7% | +5.0% |
| 6M | -32.3% | +34.8% | -67.0% | -37.0% |
| YTD | -32.7% | +46.1% | -78.8% | -38.6% |
| 1Y | -43.7% | +62.7% | -106.4% | -50.0% |
| 3Y | -19.7% | +133.6% | -153.3% | -37.0% |
| All | -10.4% | +223.5% | -233.9% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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