+47,655.7%
TSCO vs WSM
+16,419.0%
+31,236.7%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.2% | -1.1% |
| 7D | -3.1% | +0.4% | -3.6% | -3.2% |
| 30D | -4.4% | -10.7% | +6.4% | -2.1% |
| 3M | +9.7% | +8.5% | +1.2% | +7.7% |
| 6M | -32.4% | +19.6% | -52.0% | -35.1% |
| YTD | -31.7% | +26.6% | -58.3% | -35.3% |
| 1Y | -41.3% | +12.0% | -53.2% | -43.1% |
| 3Y | -18.3% | +226.6% | -245.0% | -39.3% |
| 5Y | -10.3% | +174.1% | -184.4% | -32.5% |
| 10Y | +188.5% | +1,052.9% | -864.5% | +54.0% |
| All | +47,655.7% | +16,419.0% | +31,236.7% | +32,398.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling