+3.6%
WBD vs TSCO
-11.8%
+15.5%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +1.0% | 0.0% |
| 7D | -0.7% | -5.7% | +4.9% | +1.6% |
| 30D | +1.4% | -8.8% | +10.2% | +5.1% |
| 3M | +4.4% | +6.3% | -1.9% | +1.3% |
| 6M | +0.8% | -32.3% | +33.1% | +17.9% |
| YTD | -2.7% | -32.7% | +30.0% | +13.2% |
| 1Y | +73.4% | -43.7% | +117.1% | +119.5% |
| 3Y | +142.1% | -19.7% | +161.8% | +148.2% |
| All | +3.6% | -11.8% | +15.5% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling