+4.5%
TSLA vs WCC
+62.7%
-58.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.1% | -0.1% |
| 7D | -3.4% | +1.7% | -5.1% | -4.0% |
| 30D | +9.2% | -6.1% | +15.3% | +11.3% |
| 3M | -4.7% | +3.1% | -7.8% | -6.4% |
| 6M | -8.9% | +28.2% | -37.2% | -15.8% |
| YTD | -19.2% | +41.1% | -60.3% | -26.6% |
| 1Y | +4.5% | +61.3% | -56.8% | -5.5% |
| All | +4.5% | +62.7% | -58.2% | -5.5% |
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