+181.2%
TSCO vs WTW
+198.0%
-16.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -5.7% | -5.7% | +0.1% | -3.9% |
| 30D | -8.8% | -7.3% | -1.5% | -6.6% |
| 3M | +6.3% | +21.5% | -15.1% | -0.5% |
| 6M | -32.3% | +9.6% | -41.9% | -34.8% |
| YTD | -32.7% | -3.3% | -29.4% | -32.8% |
| 1Y | -43.7% | -6.1% | -37.5% | -43.3% |
| 3Y | -19.7% | +61.8% | -81.5% | -33.8% |
| 5Y | -11.6% | +42.7% | -54.3% | -24.8% |
| All | +181.2% | +198.0% | -16.8% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling