-13.3%
TSLA vs WCC
+24.5%
-37.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -9.9% | +6.6% | +0.3% |
| 7D | -4.7% | -8.8% | +4.1% | -1.8% |
| 30D | +1.7% | -16.0% | +17.7% | +8.0% |
| 3M | +17.7% | -15.2% | +32.9% | +24.0% |
| 6M | -1.9% | -8.4% | +6.5% | -0.2% |
| YTD | -14.3% | +30.1% | -44.4% | -23.5% |
| 1Y | -13.3% | +26.4% | -39.7% | -24.6% |
| All | -13.3% | +24.5% | -37.7% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 1y: compounded portfolio wealth divided by compounded WCC 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…
1y analysis · Full analysis span regression · 6 months rolling