+181.2%
TSCO vs WWD
+498.2%
-317.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.8% |
| 7D | -5.7% | -2.6% | -3.1% | -5.2% |
| 30D | -8.8% | -6.9% | -1.8% | -7.5% |
| 3M | +6.3% | -13.0% | +19.4% | +9.0% |
| 6M | -32.3% | -12.5% | -19.8% | -30.9% |
| YTD | -32.7% | +11.8% | -44.5% | -35.0% |
| 1Y | -43.7% | +41.1% | -84.7% | -48.5% |
| 3Y | -19.7% | +163.1% | -182.7% | -36.8% |
| 5Y | -11.6% | +187.6% | -199.2% | -33.0% |
| All | +181.2% | +498.2% | -317.0% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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