+11.4%
WBD vs TSCO
+185.7%
-174.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +1.0% | -0.1% |
| 7D | -0.7% | -5.7% | +4.9% | +1.2% |
| 30D | +1.4% | -8.8% | +10.2% | +4.5% |
| 3M | +4.4% | +6.3% | -1.9% | +1.8% |
| 6M | +0.8% | -32.3% | +33.1% | +14.2% |
| YTD | -2.7% | -32.7% | +30.0% | +9.9% |
| 1Y | +73.4% | -43.7% | +117.1% | +108.6% |
| 3Y | +142.1% | -19.7% | +161.8% | +152.9% |
| 5Y | +7.2% | -11.6% | +18.8% | +7.7% |
| All | +11.4% | +185.7% | -174.4% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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