+49,750.0%
TSCO vs WST
+8,264.8%
+41,485.2%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | +0.8% | +0.7% | 0.0% | +0.6% |
| 30D | +5.5% | -3.1% | +8.6% | +6.3% |
| 3M | +20.0% | +7.2% | +12.8% | +17.5% |
| 6M | -29.8% | +36.8% | -66.6% | -36.0% |
| YTD | -28.7% | +23.8% | -52.5% | -33.3% |
| 1Y | -40.9% | +37.8% | -78.7% | -46.6% |
| 3Y | -15.9% | -15.9% | 0.0% | -18.9% |
| 5Y | -3.5% | -25.8% | +22.4% | -5.9% |
| 10Y | +142.2% | +319.6% | -177.4% | +34.8% |
| All | +49,750.0% | +8,264.8% | +41,485.2% | +16,505.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling