+2,664.3%
TSLA vs WBD
+15.0%
+2,649.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | +3.2% | -0.7% | +4.0% | +3.4% |
| 30D | +11.6% | +1.4% | +10.2% | +11.1% |
| 3M | -8.4% | +4.4% | -12.8% | -9.8% |
| 6M | -10.4% | +0.8% | -11.2% | -10.6% |
| YTD | -18.7% | -2.7% | -16.0% | -18.0% |
| 1Y | -0.9% | +73.4% | -74.3% | -18.2% |
| 3Y | +33.6% | +142.1% | -108.6% | -7.8% |
| 5Y | +48.9% | +7.2% | +41.7% | +23.1% |
| All | +2,664.3% | +15.0% | +2,649.3% | +1,788.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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