+4.6%
TSLA vs W
+25.7%
-21.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.5% | -8.4% | -6.3% |
| 7D | +1.5% | -4.2% | +5.7% | +2.1% |
| 30D | +10.1% | -7.6% | +17.7% | +11.2% |
| 3M | -15.4% | +37.2% | -52.5% | -20.4% |
| 6M | -12.8% | +26.3% | -39.1% | -17.5% |
| YTD | -21.3% | -1.0% | -20.3% | -23.9% |
| 1Y | +4.6% | +20.1% | -15.5% | -2.1% |
| All | +4.6% | +25.7% | -21.1% | -2.1% |
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