+3,009.1%
TSLA vs WAT
+230.7%
+2,778.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.3% |
| 7D | +1.5% | +0.7% | +0.8% | +1.3% |
| 30D | +3.4% | +9.0% | -5.6% | -0.2% |
| 3M | +17.4% | +13.5% | +4.0% | +11.4% |
| 6M | -12.2% | +35.3% | -47.5% | -23.1% |
| YTD | -13.1% | +24.0% | -37.1% | -22.3% |
| 1Y | -11.1% | +22.0% | -33.0% | -20.0% |
| 3Y | +82.1% | +84.0% | -1.9% | +26.3% |
| 5Y | +10.3% | +34.4% | -24.1% | -11.6% |
| 10Y | +3,009.1% | +231.4% | +2,777.7% | +1,570.3% |
| All | +3,009.1% | +230.7% | +2,778.4% | +1,570.3% |
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