-14.1%
TSCO vs WST
-13.5%
-0.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +0.9% |
| 7D | +1.7% | -0.3% | +1.9% | +1.7% |
| 30D | +2.8% | -4.6% | +7.4% | +3.2% |
| 3M | +17.9% | +5.7% | +12.2% | +17.3% |
| 6M | -28.6% | +37.6% | -66.2% | -30.6% |
| YTD | -28.0% | +23.0% | -51.1% | -29.6% |
| 1Y | -39.9% | +33.8% | -73.7% | -41.5% |
| All | -14.1% | -13.5% | -0.6% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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