+916.1%
WDC vs TSCO
-11.8%
+927.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.7% |
| 7D | -4.3% | -5.7% | +1.4% | -3.2% |
| 30D | -1.5% | -8.8% | +7.3% | +0.2% |
| 3M | -15.5% | +6.3% | -21.8% | -17.4% |
| 6M | +66.5% | -32.3% | +98.7% | +86.4% |
| YTD | +159.9% | -32.7% | +192.6% | +190.1% |
| 1Y | +366.0% | -43.7% | +409.6% | +453.4% |
| 3Y | +1,285.8% | -19.7% | +1,305.5% | +1,276.3% |
| All | +916.1% | -11.8% | +927.9% | +861.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling