-1.5%
TSCO vs WST
+24.3%
-25.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.6% |
| 7D | +0.3% | +4.2% | -3.9% | 0.0% |
| 30D | +11.3% | +11.2% | +0.1% | +10.5% |
| 3M | +1.5% | +20.4% | -18.9% | +0.1% |
| 6M | +24.0% | +37.9% | -13.9% | +21.2% |
| YTD | -25.7% | +51.8% | -77.5% | -28.1% |
| 1Y | -33.6% | +56.6% | -90.2% | -35.8% |
| 3Y | -1.5% | +24.2% | -25.7% | -12.2% |
| All | -1.5% | +24.3% | -25.9% | -12.2% |
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