+417.4%
WDC vs TSCO
-40.6%
+458.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.1% | +4.7% | +6.3% |
| 7D | +1.7% | +0.8% | +1.0% | +2.0% |
| 30D | -10.0% | +5.5% | -15.4% | -7.9% |
| 3M | -18.8% | +20.0% | -38.7% | -13.7% |
| 6M | +79.0% | -29.8% | +108.8% | +91.9% |
| YTD | +171.6% | -28.7% | +200.2% | +191.5% |
| 1Y | +417.4% | -40.9% | +458.3% | +428.0% |
| All | +417.4% | -40.6% | +458.0% | +428.0% |
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