+1,727.3%
TSCO vs WU
-21.6%
+1,748.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.6% |
| 7D | +1.7% | -0.8% | +2.5% | +1.9% |
| 30D | +2.8% | -1.1% | +3.9% | +3.1% |
| 3M | +17.9% | -1.8% | +19.7% | +17.0% |
| 6M | -28.6% | -23.9% | -4.7% | -23.2% |
| YTD | -28.0% | -20.4% | -7.6% | -24.0% |
| 1Y | -39.9% | -10.6% | -29.3% | -39.3% |
| 3Y | -14.0% | -27.7% | +13.7% | -8.1% |
| 5Y | -2.9% | -51.1% | +48.2% | +15.2% |
| 10Y | +199.5% | -40.7% | +240.2% | +219.3% |
| All | +1,727.3% | -21.6% | +1,748.9% | +1,484.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling