-13.3%
TSLA vs WFC
+2.7%
-16.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.2% | -5.6% | -3.6% |
| 7D | -4.7% | +4.5% | -9.2% | -5.2% |
| 30D | +1.7% | +7.4% | -5.6% | +0.8% |
| 3M | +17.7% | -0.5% | +18.2% | +17.6% |
| 6M | -1.9% | +11.7% | -13.6% | -3.2% |
| YTD | -14.3% | -4.6% | -9.7% | -11.9% |
| 1Y | -13.3% | +2.5% | -15.8% | -17.9% |
| All | -13.3% | +2.7% | -16.0% | -17.9% |
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