+1,328.4%
WDC vs TSCO
-18.6%
+1,347.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.0% | -4.4% |
| 7D | +4.4% | -3.1% | +7.5% | +4.5% |
| 30D | +5.3% | -4.4% | +9.6% | +5.4% |
| 3M | -5.9% | +9.7% | -15.6% | -7.0% |
| 6M | +73.2% | -32.4% | +105.6% | +91.3% |
| YTD | +167.8% | -31.7% | +199.5% | +193.3% |
| 1Y | +386.0% | -41.3% | +427.3% | +455.0% |
| All | +1,328.4% | -18.6% | +1,347.0% | +1,241.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling