-10.4%
TSCO vs WPM
+263.6%
-274.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -1.7% |
| 7D | -5.7% | -0.6% | -5.1% | -5.6% |
| 30D | -8.8% | +14.4% | -23.2% | -10.2% |
| 3M | +6.3% | +37.0% | -30.7% | +2.5% |
| 6M | -32.3% | +4.1% | -36.4% | -32.7% |
| YTD | -32.7% | +31.7% | -64.4% | -35.2% |
| 1Y | -43.7% | +44.2% | -87.9% | -46.5% |
| 3Y | -19.7% | +265.5% | -285.2% | -33.2% |
| All | -10.4% | +263.6% | -274.0% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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