-18.4%
TSCO vs WWD
+164.0%
-182.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | -1.1% |
| 7D | -3.1% | -2.9% | -0.3% | -2.6% |
| 30D | -4.4% | -6.6% | +2.2% | -3.2% |
| 3M | +9.7% | -9.3% | +19.0% | +11.2% |
| 6M | -32.4% | -13.6% | -18.8% | -30.9% |
| YTD | -31.7% | +10.4% | -42.0% | -33.8% |
| 1Y | -41.3% | +39.9% | -81.1% | -46.3% |
| All | -18.4% | +164.0% | -182.5% | -37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling