+142.1%
WBD vs TSCO
-19.8%
+162.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +16.5% |
| YTD | -2.7% | -32.7% | +30.0% | +11.7% |
| 1Y | +73.4% | -43.7% | +117.1% | +116.8% |
| 3Y | +142.1% | -19.7% | +161.8% | +100.4% |
| All | +142.1% | -19.8% | +162.0% | +100.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling