-18.4%
TSCO vs WEC
+39.2%
-57.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.1% |
| 7D | -3.1% | -1.3% | -1.9% | -2.7% |
| 30D | -4.4% | -0.4% | -4.0% | -4.3% |
| 3M | +9.7% | -6.8% | +16.5% | +12.4% |
| 6M | -32.4% | -6.4% | -26.0% | -30.9% |
| YTD | -31.7% | +2.5% | -34.1% | -32.3% |
| 1Y | -41.3% | -0.4% | -40.9% | -41.3% |
| All | -18.4% | +39.2% | -57.6% | -27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling