+192.6%
TSCO vs WM
+303.2%
-110.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.0% | -3.4% |
| 7D | -2.5% | -1.2% | -1.3% | -2.0% |
| 30D | -1.1% | -4.5% | +3.4% | +0.9% |
| 3M | +14.3% | -2.2% | +16.5% | +15.2% |
| 6M | -31.9% | -11.5% | -20.4% | -28.4% |
| YTD | -30.7% | -0.7% | -30.0% | -30.7% |
| 1Y | -41.1% | +0.3% | -41.4% | -41.5% |
| 3Y | -17.1% | +44.2% | -61.3% | -30.5% |
| 5Y | -7.5% | +51.6% | -59.1% | -24.5% |
| 10Y | +192.6% | +310.4% | -117.8% | +69.3% |
| All | +192.6% | +303.2% | -110.6% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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