+2,682.2%
TSLA vs WDC
+1,325.4%
+1,356.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.5% |
| 7D | +3.0% | +7.5% | -4.4% | +0.2% |
| 30D | +11.2% | +10.1% | +1.1% | +6.4% |
| 3M | -7.3% | -6.8% | -0.5% | -9.1% |
| 6M | -7.7% | +84.1% | -91.9% | -31.0% |
| YTD | -18.2% | +180.3% | -198.5% | -50.2% |
| 1Y | +6.0% | +411.1% | -405.1% | -50.6% |
| 3Y | +48.0% | +1,375.0% | -1,327.0% | -57.3% |
| 5Y | +46.2% | +991.6% | -945.4% | -53.8% |
| All | +2,682.2% | +1,325.4% | +1,356.8% | +615.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling