+2,664.3%
TSLA vs GWW
+570.2%
+2,094.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | +3.2% | -3.4% | +6.6% | +4.7% |
| 30D | +11.6% | -1.9% | +13.5% | +12.4% |
| 3M | -8.4% | -2.4% | -6.1% | -7.9% |
| 6M | -10.4% | +15.7% | -26.1% | -16.7% |
| YTD | -18.7% | +27.6% | -46.3% | -28.0% |
| 1Y | -0.9% | +27.2% | -28.1% | -12.4% |
| 3Y | +33.6% | +89.7% | -56.1% | -1.6% |
| 5Y | +48.9% | +223.9% | -175.0% | -12.5% |
| All | +2,664.3% | +570.2% | +2,094.1% | +1,292.6% |
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