-12.2%
TSLA vs WDC
-35.9%
+23.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.3% | -5.4% | +0.9% |
| 7D | +1.5% | -3.2% | +4.7% | +2.0% |
| 30D | +3.4% | -19.0% | +22.4% | +7.3% |
| 3M | +17.4% | -28.4% | +45.9% | +22.8% |
| 6M | -12.2% | -39.2% | +27.1% | -9.6% |
| All | -12.2% | -35.9% | +23.7% | -9.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling