+2,737.0%
TSLA vs WAT
+156.2%
+2,580.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | +3.0% | -1.8% | +4.8% | +3.8% |
| 30D | +11.2% | -1.7% | +12.9% | +12.0% |
| 3M | -7.3% | +9.1% | -16.3% | -10.8% |
| 6M | -7.7% | +32.4% | -40.2% | -19.1% |
| YTD | -18.2% | +6.6% | -24.8% | -22.0% |
| 1Y | +6.0% | +34.7% | -28.7% | -9.6% |
| 3Y | +48.0% | +53.6% | -5.6% | +11.4% |
| 5Y | +46.2% | -4.1% | +50.3% | +36.5% |
| 10Y | +2,737.0% | +167.9% | +2,569.2% | +1,519.6% |
| All | +2,737.0% | +156.2% | +2,580.8% | +1,519.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling