+4.6%
TSLA vs GWW
+31.2%
-26.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.9% | -6.8% | -6.1% |
| 7D | +1.5% | +1.4% | +0.1% | +1.2% |
| 30D | +10.1% | +3.3% | +6.8% | +9.4% |
| 3M | -15.4% | +2.9% | -18.3% | -16.1% |
| 6M | -12.8% | +15.8% | -28.6% | -16.3% |
| YTD | -21.3% | +32.0% | -53.3% | -24.4% |
| 1Y | +4.6% | +29.9% | -25.3% | -2.4% |
| All | +4.6% | +31.2% | -26.6% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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