+13.5%
WFC vs TSCO
-42.3%
+55.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.5% | +1.1% |
| 7D | +0.4% | -5.7% | +6.0% | +1.0% |
| 30D | +1.5% | -8.8% | +10.3% | +2.6% |
| 3M | +10.2% | +6.3% | +3.9% | +9.3% |
| 6M | +18.8% | -32.3% | +51.1% | +24.3% |
| YTD | -1.5% | -32.7% | +31.2% | +0.9% |
| 1Y | +13.5% | -43.7% | +57.2% | +21.4% |
| All | +13.5% | -42.3% | +55.8% | +21.4% |
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