+7.1%
TSLA vs WAB
+223.3%
-216.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -1.0% |
| 7D | -4.7% | +4.0% | -8.7% | -7.4% |
| 30D | -0.8% | +6.3% | -7.1% | -5.3% |
| 3M | +14.8% | +3.3% | +11.5% | +11.8% |
| 6M | -11.3% | +14.5% | -25.8% | -22.0% |
| YTD | -15.6% | +42.7% | -58.2% | -40.2% |
| 1Y | -14.7% | +45.2% | -59.9% | -40.6% |
| 3Y | +76.9% | +173.8% | -96.8% | -25.9% |
| All | +7.1% | +223.3% | -216.1% | -62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling