+133.2%
TSCO vs WING
+407.0%
-273.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.6% | +0.8% |
| 7D | +1.7% | -0.1% | +1.8% | +1.7% |
| 30D | +2.8% | -6.0% | +8.9% | +3.6% |
| 3M | +17.9% | -23.5% | +41.4% | +22.7% |
| 6M | -28.6% | -52.0% | +23.4% | -19.9% |
| YTD | -28.0% | -53.8% | +25.7% | -19.7% |
| 1Y | -39.9% | -63.8% | +23.9% | -30.3% |
| 3Y | -14.0% | -30.8% | +16.8% | -16.7% |
| 5Y | -2.9% | -34.3% | +31.4% | -9.7% |
| 10Y | +199.5% | +352.4% | -152.9% | +93.3% |
| All | +133.2% | +407.0% | -273.8% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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