+1,188.5%
WDC vs TSCO
+185.7%
+1,002.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.5% |
| 7D | -4.3% | -5.7% | +1.4% | -2.6% |
| 30D | -1.5% | -8.8% | +7.3% | +1.0% |
| 3M | -15.5% | +6.3% | -21.8% | -18.1% |
| 6M | +66.5% | -32.3% | +98.7% | +87.1% |
| YTD | +159.9% | -32.7% | +192.6% | +191.4% |
| 1Y | +366.0% | -43.7% | +409.6% | +456.9% |
| 3Y | +1,285.8% | -19.7% | +1,305.5% | +1,300.8% |
| 5Y | +925.6% | -11.6% | +937.2% | +874.6% |
| All | +1,188.5% | +185.7% | +1,002.8% | +763.2% |
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