+48.1%
TSLA vs GWW
+219.8%
-171.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.8% |
| 7D | -3.4% | -3.1% | -0.3% | -1.8% |
| 30D | +9.2% | -2.3% | +11.6% | +10.5% |
| 3M | -4.7% | -3.3% | -1.4% | -3.6% |
| 6M | -8.9% | +15.4% | -24.3% | -17.1% |
| YTD | -19.2% | +26.7% | -45.9% | -30.9% |
| 1Y | +4.5% | +29.0% | -24.4% | -11.9% |
| 3Y | +46.3% | +89.0% | -42.7% | -4.2% |
| 5Y | +48.1% | +221.8% | -173.6% | -29.3% |
| All | +48.1% | +219.8% | -171.6% | -29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling