+56.7%
TSLA vs SW
+40.4%
+16.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -1.5% | -9.3% | -10.3% |
| 7D | -14.8% | +4.7% | -19.4% | -16.1% |
| 30D | -9.7% | +5.0% | -14.7% | -11.3% |
| 3M | +6.9% | -7.3% | +14.2% | +9.2% |
| 6M | -11.7% | +15.0% | -26.7% | -16.8% |
| YTD | -23.6% | +18.5% | -42.1% | -29.9% |
| 1Y | -25.6% | +27.1% | -52.8% | -33.6% |
| All | +56.7% | +40.4% | +16.4% | +44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling