+113.2%
WDC vs TSCO
-28.6%
+141.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +4.2% | -11.0% | -5.1% |
| 7D | -18.3% | +15.7% | -34.0% | -13.6% |
| 30D | -26.7% | +16.4% | -43.1% | -21.9% |
| 3M | -40.9% | +11.2% | -52.2% | -38.1% |
| 6M | -26.8% | +14.9% | -41.7% | -20.5% |
| YTD | +88.2% | -25.4% | +113.6% | +110.1% |
| 1Y | +113.2% | -29.4% | +142.6% | +135.1% |
| All | +113.2% | -28.6% | +141.8% | +135.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling