+23,015.9%
TSLA vs GWW
+1,526.1%
+21,489.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.7% | +6.6% | +5.3% |
| 7D | +3.4% | -1.5% | +4.9% | +4.1% |
| 30D | +12.0% | +1.1% | +10.9% | +11.3% |
| 3M | -10.0% | -1.0% | -9.0% | -10.0% |
| 6M | -7.2% | +16.3% | -23.5% | -14.5% |
| YTD | -18.1% | +28.5% | -46.6% | -28.5% |
| 1Y | +6.3% | +30.3% | -24.0% | -8.2% |
| 3Y | +48.2% | +91.6% | -43.4% | +5.1% |
| 5Y | +46.5% | +224.0% | -177.5% | -19.8% |
| 10Y | +2,698.1% | +551.3% | +2,146.8% | +942.9% |
| All | +23,015.9% | +1,526.1% | +21,489.9% | +3,971.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling