-13.3%
TSLA vs WAB
+46.5%
-59.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -3.6% |
| 7D | -4.7% | +4.5% | -9.2% | -5.9% |
| 30D | +1.7% | +1.1% | +0.6% | +1.3% |
| 3M | +17.7% | -1.3% | +18.9% | +17.7% |
| 6M | -1.9% | +12.7% | -14.6% | -6.3% |
| YTD | -14.3% | +38.7% | -53.0% | -28.2% |
| 1Y | -13.3% | +44.9% | -58.2% | -30.2% |
| All | -13.3% | +46.5% | -59.8% | -30.2% |
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