+2,973.5%
TSLA vs SW
+184.4%
+2,789.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -4.7% | +2.2% | -6.9% | -5.0% |
| 30D | -0.8% | +7.4% | -8.2% | -1.9% |
| 3M | +14.8% | -5.9% | +20.7% | +15.7% |
| 6M | -11.3% | +9.0% | -20.3% | -12.8% |
| YTD | -15.6% | +18.1% | -33.7% | -18.3% |
| 1Y | -14.7% | +28.7% | -43.4% | -18.5% |
| 3Y | +76.9% | +48.8% | +28.2% | +67.7% |
| 5Y | +6.7% | +2.5% | +4.2% | +1.3% |
| 10Y | +2,973.5% | +184.4% | +2,789.1% | +2,897.9% |
| All | +2,973.5% | +184.4% | +2,789.1% | +2,897.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling