+2,973.5%
TSLA vs W
+228.8%
+2,744.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.2% | +1.5% |
| 7D | -4.7% | +1.1% | -5.8% | -5.1% |
| 30D | -0.8% | +6.4% | -7.2% | -2.7% |
| 3M | +14.8% | +9.0% | +5.8% | +11.3% |
| 6M | -11.3% | +69.8% | -81.2% | -26.0% |
| YTD | -15.6% | +12.1% | -27.6% | -22.3% |
| 1Y | -14.7% | 0.0% | -14.7% | -19.6% |
| 3Y | +76.9% | +160.3% | -83.4% | +14.2% |
| 5Y | +6.7% | -53.3% | +60.0% | -8.4% |
| 10Y | +2,973.5% | +217.0% | +2,756.5% | +1,274.2% |
| All | +2,973.5% | +228.8% | +2,744.7% | +1,274.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling