+46.2%
TSLA vs WAB
+224.0%
-177.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +1.0% |
| 7D | +3.0% | +0.2% | +2.8% | +2.8% |
| 30D | +11.2% | -4.6% | +15.7% | +15.1% |
| 3M | -7.3% | +5.6% | -12.9% | -12.9% |
| 6M | -7.7% | +13.8% | -21.5% | -19.6% |
| YTD | -18.2% | +31.9% | -50.1% | -37.9% |
| 1Y | +6.0% | +48.3% | -42.3% | -27.9% |
| 3Y | +48.0% | +167.1% | -119.1% | -34.9% |
| 5Y | +46.2% | +222.9% | -176.7% | -44.9% |
| All | +46.2% | +224.0% | -177.8% | -44.9% |
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 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