+181.2%
TSCO vs WSM
+1,071.8%
-890.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.8% |
| 7D | -5.7% | -0.5% | -5.1% | -5.5% |
| 30D | -8.8% | -7.7% | -1.0% | -6.7% |
| 3M | +6.3% | +3.8% | +2.6% | +5.1% |
| 6M | -32.3% | +22.7% | -54.9% | -36.4% |
| YTD | -32.7% | +28.0% | -60.7% | -37.7% |
| 1Y | -43.7% | +12.7% | -56.4% | -46.2% |
| 3Y | -19.7% | +231.3% | -250.9% | -48.0% |
| 5Y | -11.6% | +177.2% | -188.8% | -42.1% |
| All | +181.2% | +1,071.8% | -890.5% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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