-13.3%
TSLA vs W
+21.5%
-34.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +11.0% | -14.3% | -4.8% |
| 7D | -4.7% | +8.4% | -13.1% | -5.8% |
| 30D | +1.7% | +16.5% | -14.8% | -0.6% |
| 3M | +17.7% | +6.4% | +11.2% | +16.3% |
| 6M | -1.9% | +90.5% | -92.4% | -12.8% |
| YTD | -14.3% | +23.1% | -37.4% | -20.3% |
| 1Y | -13.3% | +24.3% | -37.6% | -19.3% |
| All | -13.3% | +21.5% | -34.8% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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