+46.5%
TSLA vs WDC
+958.8%
-912.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.1% | +1.8% | +3.3% |
| 7D | +3.4% | +6.0% | -2.6% | +1.2% |
| 30D | +12.0% | +9.9% | +2.1% | +7.4% |
| 3M | -10.0% | -9.4% | -0.6% | -10.9% |
| 6M | -7.2% | +94.7% | -101.9% | -32.4% |
| YTD | -18.1% | +177.4% | -195.5% | -51.0% |
| 1Y | +6.3% | +412.6% | -406.3% | -53.5% |
| 3Y | +48.2% | +1,359.8% | -1,311.6% | -63.5% |
| 5Y | +46.5% | +992.6% | -946.1% | -58.3% |
| All | +46.5% | +958.8% | -912.3% | -58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling