+80.0%
TSLA vs W
+151.3%
-71.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.6% | +0.9% | +4.4% |
| 7D | -6.4% | +3.3% | -9.7% | -7.2% |
| 30D | -1.2% | +10.5% | -11.7% | -3.8% |
| 3M | +15.1% | +9.6% | +5.4% | +11.8% |
| 6M | -11.7% | +76.4% | -88.1% | -25.8% |
| YTD | -15.9% | +16.4% | -32.3% | -22.5% |
| 1Y | -12.0% | +9.3% | -21.3% | -18.0% |
| 3Y | +80.0% | +172.8% | -92.8% | +13.4% |
| All | +80.0% | +151.3% | -71.3% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling