+220.4%
TSCO vs WM
+329.9%
-109.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.1% |
| 7D | +6.8% | +1.2% | +5.7% | +6.3% |
| 30D | +11.3% | +13.7% | -2.4% | +5.1% |
| 3M | +9.1% | +5.2% | +3.8% | +6.6% |
| 6M | +24.2% | +11.2% | +13.0% | +18.2% |
| YTD | -23.5% | +9.4% | -33.0% | -26.8% |
| 1Y | -30.8% | +20.4% | -51.1% | -36.5% |
| 3Y | +0.1% | +44.7% | -44.6% | -16.3% |
| 5Y | -5.3% | +58.5% | -63.8% | -24.5% |
| 10Y | +220.4% | +326.4% | -106.0% | +71.1% |
| All | +220.4% | +329.9% | -109.5% | +71.1% |
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