+366.0%
WDC vs TSCO
-42.3%
+408.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -3.5% |
| 7D | -4.3% | -5.7% | +1.4% | -6.4% |
| 30D | -1.5% | -8.8% | +7.3% | -4.5% |
| 3M | -15.5% | +6.3% | -21.8% | -13.0% |
| 6M | +66.5% | -32.3% | +98.7% | +74.5% |
| YTD | +159.9% | -32.7% | +192.6% | +173.1% |
| 1Y | +366.0% | -43.7% | +409.6% | +382.3% |
| All | +366.0% | -42.3% | +408.2% | +382.3% |
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 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