+181.2%
TSCO vs WU
-39.1%
+220.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.7% |
| 7D | -5.7% | -3.5% | -2.2% | -4.7% |
| 30D | -8.8% | -2.9% | -5.8% | -8.1% |
| 3M | +6.3% | -2.3% | +8.6% | +5.7% |
| 6M | -32.3% | -25.4% | -6.9% | -27.2% |
| YTD | -32.7% | -21.2% | -11.5% | -29.0% |
| 1Y | -43.7% | -8.9% | -34.8% | -43.6% |
| 3Y | -19.7% | -29.0% | +9.3% | -14.1% |
| 5Y | -11.6% | -50.7% | +39.1% | +4.0% |
| All | +181.2% | -39.1% | +220.4% | +182.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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