-9.9%
TSCO vs WM
+59.1%
-69.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.3% |
| 7D | +7.1% | +1.2% | +5.9% | +6.5% |
| 30D | +11.8% | +13.1% | -1.3% | +5.5% |
| 3M | +7.4% | +3.6% | +3.7% | +5.5% |
| 6M | +13.4% | +8.1% | +5.4% | +9.1% |
| YTD | -25.9% | +8.9% | -34.8% | -29.2% |
| 1Y | -29.9% | +20.3% | -50.2% | -36.2% |
| 3Y | -3.4% | +46.2% | -49.5% | -21.9% |
| All | -9.9% | +59.1% | -69.1% | -31.8% |
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