+48.2%
TSLA vs WAT
+49.0%
-0.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +4.4% |
| 7D | +3.4% | -0.7% | +4.1% | +3.6% |
| 30D | +12.0% | -1.0% | +13.0% | +12.4% |
| 3M | -10.0% | +10.9% | -20.9% | -12.3% |
| 6M | -7.2% | +33.2% | -40.4% | -14.3% |
| YTD | -18.1% | +6.1% | -24.2% | -20.0% |
| 1Y | +6.3% | +30.2% | -24.0% | -2.9% |
| 3Y | +48.2% | +52.9% | -4.7% | +21.5% |
| All | +48.2% | +49.0% | -0.9% | +21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling