+49,750.0%
TSCO vs WM
+2,921.3%
+46,828.7%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.4% | +1.5% |
| 7D | +0.8% | -0.3% | +1.1% | +0.9% |
| 30D | +5.5% | -2.4% | +7.8% | +6.2% |
| 3M | +20.0% | +0.4% | +19.5% | +19.7% |
| 6M | -29.8% | -9.5% | -20.3% | -27.8% |
| YTD | -28.7% | +0.5% | -29.2% | -28.9% |
| 1Y | -40.9% | -1.1% | -39.8% | -40.9% |
| 3Y | -15.9% | +46.0% | -62.0% | -25.3% |
| 5Y | -3.5% | +51.8% | -55.3% | -15.3% |
| 10Y | +142.2% | +307.5% | -165.3% | +59.8% |
| All | +49,750.0% | +2,921.3% | +46,828.7% | +14,770.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling