-0.9%
TSLA vs GWW
+29.1%
-30.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | +3.2% | -3.4% | +6.6% | +3.8% |
| 30D | +11.6% | -1.9% | +13.5% | +11.8% |
| 3M | -8.4% | -2.4% | -6.1% | -8.4% |
| 6M | -10.4% | +15.7% | -26.1% | -14.0% |
| YTD | -18.7% | +27.6% | -46.3% | -21.8% |
| 1Y | -0.9% | +27.2% | -28.1% | -9.3% |
| All | -0.9% | +29.1% | -30.0% | -9.3% |
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 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