+3,125.8%
TSLA vs GWW
+658.3%
+2,467.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.4% |
| 7D | +8.9% | +3.6% | +5.4% | +7.3% |
| 30D | +6.3% | +12.1% | -5.8% | +0.8% |
| 3M | +14.8% | +12.9% | +1.9% | +8.3% |
| 6M | -12.4% | +19.3% | -31.7% | -19.7% |
| YTD | -13.2% | +48.7% | -61.9% | -28.6% |
| 1Y | -2.9% | +60.5% | -63.4% | -23.1% |
| 3Y | +74.4% | +93.3% | -18.8% | +26.3% |
| 5Y | +13.3% | +219.0% | -205.7% | -34.6% |
| All | +3,125.8% | +658.3% | +2,467.5% | +1,468.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling