+2,650.1%
TSLA vs WCN
+235.2%
+2,414.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -0.6% |
| 7D | -3.4% | -4.4% | +1.0% | -1.4% |
| 30D | +9.2% | -4.4% | +13.7% | +11.6% |
| 3M | -4.7% | +0.5% | -5.2% | -5.8% |
| 6M | -8.9% | -3.3% | -5.7% | -9.1% |
| YTD | -19.2% | -8.5% | -10.7% | -17.1% |
| 1Y | +4.5% | -8.9% | +13.5% | +6.8% |
| 3Y | +46.3% | +18.0% | +28.3% | +26.3% |
| 5Y | +48.1% | +25.0% | +23.1% | +22.2% |
| All | +2,650.1% | +235.2% | +2,414.8% | +1,532.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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