+46.5%
TSLA vs WCC
+229.6%
-183.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.5% | +1.5% | +2.8% |
| 7D | +3.4% | +8.5% | -5.1% | -0.7% |
| 30D | +12.0% | -1.0% | +13.0% | +12.2% |
| 3M | -10.0% | +2.1% | -12.1% | -11.7% |
| 6M | -7.2% | +36.8% | -44.0% | -21.8% |
| YTD | -18.1% | +47.7% | -65.9% | -34.2% |
| 1Y | +6.3% | +66.5% | -60.2% | -20.7% |
| 3Y | +48.2% | +134.2% | -86.0% | -12.4% |
| 5Y | +46.5% | +231.6% | -185.1% | -32.9% |
| All | +46.5% | +229.6% | -183.1% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling