-2.9%
TSCO vs WM
+53.3%
-56.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.4% | +1.1% |
| 7D | +1.7% | -0.9% | +2.6% | +2.1% |
| 30D | +2.8% | -4.3% | +7.2% | +5.0% |
| 3M | +17.9% | +0.8% | +17.1% | +17.3% |
| 6M | -28.6% | -10.8% | -17.8% | -24.9% |
| YTD | -28.0% | -0.1% | -28.0% | -28.4% |
| 1Y | -39.9% | +1.0% | -40.9% | -40.5% |
| 3Y | -14.0% | +45.1% | -59.1% | -30.5% |
| 5Y | -2.9% | +52.1% | -55.0% | -25.2% |
| All | -2.9% | +53.3% | -56.3% | -25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling