+29.6%
TSLA vs WETO
-99.4%
+129.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.4% | +5.9% | +0.5% |
| 7D | +3.2% | -4.3% | +7.5% | +3.2% |
| 30D | +11.6% | -39.9% | +51.5% | +8.9% |
| 3M | -8.4% | -97.9% | +89.5% | -5.5% |
| 6M | -10.4% | -95.0% | +84.6% | -11.1% |
| YTD | -18.7% | -97.2% | +78.4% | -16.8% |
| 1Y | -0.9% | -98.9% | +98.0% | +6.2% |
| All | +29.6% | -99.4% | +129.0% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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