+4.6%
TSLA vs WFC
+13.8%
-9.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.9% | -6.8% | -6.0% |
| 7D | +1.5% | +3.8% | -2.3% | +1.0% |
| 30D | +10.1% | +1.5% | +8.6% | +9.9% |
| 3M | -15.4% | +10.9% | -26.2% | -16.5% |
| 6M | -12.8% | +8.4% | -21.2% | -13.7% |
| YTD | -21.3% | -1.9% | -19.4% | -20.2% |
| 1Y | +4.6% | +12.3% | -7.8% | +3.4% |
| All | +4.6% | +13.8% | -9.3% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 1y: compounded portfolio wealth divided by compounded WFC 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…
1y analysis · Full analysis span regression · 6 months rolling