+22,131.9%
TSLA vs GWW
+1,570.6%
+20,561.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.9% | -6.8% | -6.4% |
| 7D | +1.5% | +1.4% | +0.1% | +0.8% |
| 30D | +10.1% | +3.3% | +6.8% | +8.3% |
| 3M | -15.4% | +2.9% | -18.3% | -17.0% |
| 6M | -12.8% | +15.8% | -28.6% | -19.4% |
| YTD | -21.3% | +32.0% | -53.3% | -32.1% |
| 1Y | +4.6% | +29.9% | -25.3% | -9.5% |
| 3Y | +44.5% | +91.1% | -46.6% | +2.7% |
| 5Y | +44.8% | +223.9% | -179.1% | -20.7% |
| 10Y | +2,585.4% | +567.0% | +2,018.4% | +890.3% |
| All | +22,131.9% | +1,570.6% | +20,561.2% | +3,767.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling