+2,650.1%
TSLA vs WFC
+143.5%
+2,506.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -0.9% | -1.0% |
| 7D | -3.4% | +0.3% | -3.7% | -3.6% |
| 30D | +9.2% | +2.3% | +7.0% | +7.8% |
| 3M | -4.7% | +9.8% | -14.5% | -9.0% |
| 6M | -8.9% | +15.6% | -24.5% | -15.9% |
| YTD | -19.2% | -2.4% | -16.7% | -19.4% |
| 1Y | +4.5% | +13.8% | -9.3% | -3.4% |
| 3Y | +46.3% | +134.6% | -88.3% | -0.5% |
| 5Y | +48.1% | +127.9% | -79.8% | +2.3% |
| All | +2,650.1% | +143.5% | +2,506.5% | +1,804.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling