+4.6%
TSLA vs SW
+1.0%
+3.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.3% | -7.2% | -6.2% |
| 7D | +1.5% | -5.1% | +6.6% | +2.7% |
| 30D | +10.1% | -4.6% | +14.7% | +11.3% |
| 3M | -15.4% | +9.4% | -24.8% | -17.4% |
| 6M | -12.8% | +3.5% | -16.3% | -15.1% |
| YTD | -21.3% | +22.0% | -43.3% | -25.1% |
| 1Y | +4.6% | +2.2% | +2.4% | +4.4% |
| All | +4.6% | +1.0% | +3.6% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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