+3,125.8%
TSLA vs WCN
+322.1%
+2,803.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +8.9% | +2.6% | +6.3% | +7.8% |
| 30D | +6.3% | +23.9% | -17.7% | -4.2% |
| 3M | +14.8% | +17.4% | -2.6% | +6.1% |
| 6M | -12.4% | +28.0% | -40.4% | -23.3% |
| YTD | -13.2% | +11.6% | -24.8% | -19.2% |
| 1Y | -2.9% | +16.9% | -19.8% | -12.1% |
| 3Y | +74.4% | +51.6% | +22.8% | +32.1% |
| 5Y | +13.3% | +48.0% | -34.7% | -13.8% |
| All | +3,125.8% | +322.1% | +2,803.8% | +1,602.2% |
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