-2.9%
TSLA vs WCN
+16.4%
-19.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +8.9% | +2.6% | +6.3% | +9.8% |
| 30D | +6.3% | +23.9% | -17.7% | +13.5% |
| 3M | +14.8% | +17.4% | -2.6% | +20.5% |
| 6M | -12.4% | +28.0% | -40.4% | -6.0% |
| YTD | -13.2% | +11.6% | -24.8% | -5.4% |
| 1Y | -2.9% | +16.9% | -19.8% | +6.8% |
| All | -2.9% | +16.4% | -19.3% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling