+46.5%
TSLA vs W
-63.0%
+109.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.4% | +3.8% |
| 7D | +3.4% | +6.5% | -3.1% | +1.5% |
| 30D | +12.0% | -6.2% | +18.3% | +13.8% |
| 3M | -10.0% | +48.9% | -58.8% | -22.0% |
| 6M | -7.2% | +31.2% | -38.4% | -17.5% |
| YTD | -18.1% | -0.4% | -17.7% | -22.0% |
| 1Y | +6.3% | +14.8% | -8.5% | -5.1% |
| 3Y | +48.2% | +40.5% | +7.6% | +10.0% |
| 5Y | +46.5% | -62.1% | +108.6% | +29.4% |
| All | +46.5% | -63.0% | +109.5% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling