+181.2%
TSCO vs WEC
+146.6%
+34.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -5.7% | -0.6% | -5.1% | -5.5% |
| 30D | -8.8% | -2.6% | -6.1% | -8.2% |
| 3M | +6.3% | -6.0% | +12.4% | +8.0% |
| 6M | -32.3% | -5.4% | -26.8% | -31.4% |
| YTD | -32.7% | +2.5% | -35.2% | -33.2% |
| 1Y | -43.7% | -0.7% | -43.0% | -43.6% |
| 3Y | -19.7% | +38.7% | -58.4% | -25.9% |
| 5Y | -11.6% | +31.7% | -43.3% | -17.8% |
| All | +181.2% | +146.6% | +34.7% | +167.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 10y: compounded portfolio wealth divided by compounded WEC 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…
10y analysis · Full analysis span regression · 6 months rolling