+1,720.0%
WULF vs TSCO
+14,370.5%
-12,650.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.5% | +5.2% | +3.8% |
| 7D | +1.4% | -5.7% | +7.1% | +1.8% |
| 30D | -2.6% | -8.8% | +6.1% | -2.0% |
| 3M | -34.0% | +6.3% | -40.3% | -34.4% |
| 6M | +10.0% | -32.3% | +42.3% | +13.0% |
| YTD | +45.7% | -32.7% | +78.4% | +49.7% |
| 1Y | +57.3% | -43.7% | +101.0% | +63.7% |
| 3Y | +878.9% | -19.7% | +898.6% | +894.0% |
| 5Y | -28.3% | -11.6% | -16.7% | -27.4% |
| 10Y | +82.7% | +184.1% | -101.4% | +77.9% |
| All | +1,720.0% | +14,370.5% | -12,650.5% | +1,674.6% |
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