+3,125.8%
TSLA vs NWSA
+148.1%
+2,977.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.5% | -3.2% |
| 7D | +8.9% | +2.2% | +6.7% | +7.6% |
| 30D | +6.3% | -8.8% | +15.0% | +11.2% |
| 3M | +14.8% | -6.5% | +21.3% | +18.2% |
| 6M | -12.4% | +1.5% | -13.9% | -14.7% |
| YTD | -13.2% | +4.0% | -17.3% | -17.2% |
| 1Y | -2.9% | +3.4% | -6.4% | -7.3% |
| 3Y | +74.4% | +34.8% | +39.6% | +46.2% |
| 5Y | +13.3% | +18.4% | -5.1% | -0.6% |
| All | +3,125.8% | +148.1% | +2,977.7% | +1,883.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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