+4.6%
TSLA vs WAB
+48.2%
-43.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.7% | -6.6% | -6.1% |
| 7D | +1.5% | -3.2% | +4.7% | +2.3% |
| 30D | +10.1% | -4.4% | +14.6% | +11.4% |
| 3M | -15.4% | +7.9% | -23.2% | -18.0% |
| 6M | -12.8% | +8.7% | -21.5% | -17.3% |
| YTD | -21.3% | +33.0% | -54.2% | -31.5% |
| 1Y | +4.6% | +46.7% | -42.1% | -10.8% |
| All | +4.6% | +48.2% | -43.6% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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