+22,131.9%
TSLA vs WAT
+503.8%
+21,628.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.0% | -4.9% | -5.4% |
| 7D | +1.5% | -1.3% | +2.8% | +2.2% |
| 30D | +10.1% | +2.3% | +7.8% | +9.0% |
| 3M | -15.4% | +8.7% | -24.1% | -19.0% |
| 6M | -12.8% | +28.3% | -41.1% | -24.1% |
| YTD | -21.3% | +7.8% | -29.0% | -26.1% |
| 1Y | +4.6% | +36.6% | -32.0% | -13.7% |
| 3Y | +44.5% | +45.7% | -1.2% | +7.5% |
| 5Y | +44.8% | -3.3% | +48.1% | +32.6% |
| 10Y | +2,585.4% | +162.1% | +2,423.3% | +1,181.2% |
| All | +22,131.9% | +503.8% | +21,628.1% | +5,697.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling