+181.2%
TSCO vs WY
+7.6%
+173.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -5.7% | -4.2% | -1.5% | -4.4% |
| 30D | -8.8% | -10.1% | +1.3% | -5.8% |
| 3M | +6.3% | -8.5% | +14.8% | +9.0% |
| 6M | -32.3% | -3.3% | -28.9% | -31.7% |
| YTD | -32.7% | -4.4% | -28.3% | -32.1% |
| 1Y | -43.7% | -11.5% | -32.2% | -42.0% |
| 3Y | -19.7% | -24.3% | +4.7% | -14.2% |
| 5Y | -11.6% | -21.3% | +9.7% | -6.8% |
| All | +181.2% | +7.6% | +173.7% | +179.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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