-37.7%
TSCO vs WETO
-99.4%
+61.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.4% | +3.9% | -1.5% |
| 7D | -5.7% | -4.3% | -1.3% | -5.7% |
| 30D | -8.8% | -39.9% | +31.1% | -9.0% |
| 3M | +6.3% | -97.9% | +104.2% | +6.8% |
| 6M | -32.3% | -95.0% | +62.8% | -32.5% |
| YTD | -32.7% | -97.2% | +64.5% | -33.2% |
| 1Y | -43.7% | -98.9% | +55.2% | -44.4% |
| All | -37.7% | -99.4% | +61.7% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 all: compounded portfolio wealth divided by compounded WETO 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…
all analysis · Full analysis span regression · 6 months rolling