+4.6%
TSLA vs WDC
+441.9%
-437.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +5.9% | -11.8% | -7.0% |
| 7D | +1.5% | +1.7% | -0.2% | +1.1% |
| 30D | +10.1% | -10.0% | +20.1% | +11.6% |
| 3M | -15.4% | -18.8% | +3.4% | -13.6% |
| 6M | -12.8% | +79.0% | -91.8% | -21.7% |
| YTD | -21.3% | +171.6% | -192.8% | -35.4% |
| 1Y | +4.6% | +417.4% | -412.8% | -26.2% |
| All | +4.6% | +441.9% | -437.3% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WDC.
Daily Out/Under-Performance
Portfolio return minus WDC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDC 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 WDC 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