+4.5%
TSLA vs WAB
+47.7%
-43.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -3.4% | -0.2% | -3.2% | -3.4% |
| 30D | +9.2% | -5.9% | +15.1% | +10.9% |
| 3M | -4.7% | +9.4% | -14.1% | -8.3% |
| 6M | -8.9% | +13.8% | -22.8% | -15.2% |
| YTD | -19.2% | +31.8% | -50.9% | -29.6% |
| 1Y | +4.5% | +48.5% | -44.0% | -11.2% |
| All | +4.5% | +47.7% | -43.2% | -11.2% |
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