+2,012.5%
TSLA vs W
+176.2%
+1,836.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.5% | -8.4% | -6.5% |
| 7D | +1.5% | -4.2% | +5.7% | +2.5% |
| 30D | +10.1% | -7.6% | +17.7% | +12.1% |
| 3M | -15.4% | +37.2% | -52.5% | -23.5% |
| 6M | -12.8% | +26.3% | -39.1% | -20.3% |
| YTD | -21.3% | -1.0% | -20.3% | -24.3% |
| 1Y | +4.6% | +20.1% | -15.5% | -6.0% |
| 3Y | +44.5% | +37.8% | +6.7% | +14.5% |
| 5Y | +44.8% | -63.7% | +108.5% | +32.8% |
| 10Y | +2,585.4% | +156.3% | +2,429.1% | +1,412.0% |
| All | +2,012.5% | +176.2% | +1,836.3% | +1,021.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling