+24,401.0%
TSLA vs WDC
+1,476.9%
+22,924.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.0% | +3.2% | -0.1% |
| 7D | +8.9% | +12.1% | -3.1% | +4.7% |
| 30D | +6.3% | -18.8% | +25.1% | +13.2% |
| 3M | +14.8% | -39.3% | +54.1% | +32.5% |
| 6M | -12.4% | -40.1% | +27.8% | -2.0% |
| YTD | -13.2% | +71.8% | -85.0% | -36.6% |
| 1Y | -2.9% | +88.5% | -91.4% | -31.9% |
| 3Y | +74.4% | +770.0% | -695.6% | -33.7% |
| 5Y | +13.3% | +549.0% | -535.8% | -53.3% |
| 10Y | +3,004.2% | +650.3% | +2,353.9% | +986.0% |
| All | +24,401.0% | +1,476.9% | +22,924.2% | +5,801.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling