+2,568.3%
TSLA vs SW
+185.4%
+2,382.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -1.5% | -9.3% | -10.5% |
| 7D | -14.8% | +4.7% | -19.4% | -15.4% |
| 30D | -9.7% | +5.0% | -14.7% | -10.4% |
| 3M | +6.9% | -7.3% | +14.2% | +8.0% |
| 6M | -11.7% | +15.0% | -26.7% | -13.9% |
| YTD | -23.6% | +18.5% | -42.1% | -26.1% |
| 1Y | -25.6% | +27.1% | -52.8% | -28.9% |
| 3Y | +56.3% | +49.3% | +6.9% | +48.0% |
| 5Y | -15.6% | -1.6% | -14.0% | -19.9% |
| All | +2,568.3% | +185.4% | +2,382.9% | +2,470.0% |
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