+120.8%
WFC vs TSCO
-10.5%
+131.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.1% |
| 7D | +0.3% | -3.1% | +3.4% | +1.0% |
| 30D | +2.3% | -4.4% | +6.6% | +3.3% |
| 3M | +9.8% | +9.7% | +0.1% | +7.0% |
| 6M | +15.6% | -32.4% | +48.0% | +26.6% |
| YTD | -2.4% | -31.7% | +29.2% | +6.0% |
| 1Y | +13.8% | -41.3% | +55.1% | +28.7% |
| 3Y | +134.6% | -18.3% | +153.0% | +136.5% |
| All | +120.8% | -10.5% | +131.3% | +110.4% |
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 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