+2,650.1%
TSLA vs WDC
+1,262.3%
+1,387.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.3% | +0.4% |
| 7D | -3.4% | +4.4% | -7.8% | -5.1% |
| 30D | +9.2% | +5.3% | +4.0% | +6.2% |
| 3M | -4.7% | -5.9% | +1.2% | -7.0% |
| 6M | -8.9% | +73.2% | -82.2% | -30.4% |
| YTD | -19.2% | +167.8% | -187.0% | -50.0% |
| 1Y | +4.5% | +386.0% | -381.5% | -50.4% |
| 3Y | +46.3% | +1,309.7% | -1,263.4% | -57.1% |
| 5Y | +48.1% | +957.1% | -909.0% | -52.6% |
| All | +2,650.1% | +1,262.3% | +1,387.8% | +618.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling