-19.7%
TSCO vs WSM
+230.1%
-249.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.7% |
| 7D | -5.7% | -0.5% | -5.1% | -5.6% |
| 30D | -8.8% | -7.7% | -1.0% | -7.4% |
| 3M | +6.3% | +3.8% | +2.6% | +5.5% |
| 6M | -32.3% | +22.7% | -54.9% | -35.0% |
| YTD | -32.7% | +28.0% | -60.7% | -36.0% |
| 1Y | -43.7% | +12.7% | -56.4% | -45.3% |
| 3Y | -19.7% | +231.3% | -250.9% | -39.4% |
| All | -19.7% | +230.1% | -249.7% | -39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling