+3,356.0%
WFC vs TSCO
+50,177.4%
-46,821.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.3% |
| 7D | +1.1% | +1.7% | -0.6% | +0.9% |
| 30D | +0.8% | +2.8% | -2.0% | +0.5% |
| 3M | +9.3% | +17.9% | -8.6% | +7.3% |
| 6M | +10.6% | -28.6% | +39.2% | +14.2% |
| YTD | -4.1% | -28.0% | +24.0% | -1.2% |
| 1Y | +13.6% | -39.9% | +53.4% | +19.0% |
| 3Y | +130.7% | -14.0% | +144.7% | +132.3% |
| 5Y | +126.7% | -2.9% | +129.6% | +124.5% |
| 10Y | +132.1% | +199.5% | -67.4% | +105.8% |
| All | +3,356.0% | +50,177.4% | -46,821.4% | +2,497.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling