-10.4%
TSCO vs WTW
+42.0%
-52.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -5.7% | -5.7% | +0.1% | -4.1% |
| 30D | -8.8% | -7.3% | -1.5% | -6.8% |
| 3M | +6.3% | +21.5% | -15.1% | +0.2% |
| 6M | -32.3% | +9.6% | -41.9% | -34.5% |
| YTD | -32.7% | -3.3% | -29.4% | -32.6% |
| 1Y | -43.7% | -6.1% | -37.5% | -43.1% |
| 3Y | -19.7% | +61.8% | -81.5% | -33.3% |
| All | -10.4% | +42.0% | -52.4% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling