+28.9%
TSLA vs WETO
-99.4%
+128.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.1% | -8.2% | -1.2% |
| 7D | -3.4% | -19.9% | +16.5% | -3.3% |
| 30D | +9.2% | -42.7% | +51.9% | +6.7% |
| 3M | -4.7% | -97.7% | +93.0% | -1.7% |
| 6M | -8.9% | -94.4% | +85.5% | -10.0% |
| YTD | -19.2% | -97.0% | +77.8% | -17.3% |
| 1Y | +4.5% | -98.9% | +103.4% | +12.0% |
| All | +28.9% | -99.4% | +128.3% | +43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling