-2.9%
TSLA vs WFC
+2.1%
-5.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.2% | -1.9% |
| 7D | +8.9% | +2.5% | +6.4% | +8.6% |
| 30D | +6.3% | +7.0% | -0.7% | +5.6% |
| 3M | +14.8% | -1.8% | +16.5% | +15.0% |
| 6M | -12.4% | +18.4% | -30.8% | -13.8% |
| YTD | -13.2% | -5.6% | -7.6% | -10.9% |
| 1Y | -2.9% | +3.9% | -6.8% | -6.1% |
| All | -2.9% | +2.1% | -5.0% | -6.1% |
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