+69.8%
TSLA vs WAB
+173.8%
-104.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -1.0% |
| 7D | -4.7% | +4.0% | -8.7% | -7.5% |
| 30D | -0.8% | +6.3% | -7.1% | -5.4% |
| 3M | +14.8% | +3.3% | +11.5% | +11.7% |
| 6M | -11.3% | +14.5% | -25.8% | -22.5% |
| YTD | -15.6% | +42.7% | -58.2% | -42.7% |
| 1Y | -14.7% | +45.2% | -59.9% | -43.3% |
| All | +69.8% | +173.8% | -104.1% | -29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling