+47.6%
TSLA vs NWSA
+40.0%
+7.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +3.2% | -2.8% | +6.0% | +5.2% |
| 30D | +11.6% | +3.0% | +8.6% | +9.3% |
| 3M | -8.4% | +12.3% | -20.8% | -16.4% |
| 6M | -10.4% | +21.9% | -32.3% | -23.6% |
| YTD | -18.7% | +13.6% | -32.3% | -27.6% |
| 1Y | -0.9% | +0.5% | -1.4% | -3.7% |
| 3Y | +33.6% | +43.8% | -10.2% | -0.2% |
| All | +47.6% | +40.0% | +7.5% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling