+48.2%
TSLA vs WFC
+133.9%
-85.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.2% | +6.2% | +5.3% |
| 7D | +3.4% | +1.1% | +2.3% | +2.6% |
| 30D | +12.0% | +0.8% | +11.2% | +11.1% |
| 3M | -10.0% | +9.3% | -19.2% | -15.3% |
| 6M | -7.2% | +10.6% | -17.8% | -14.6% |
| YTD | -18.1% | -4.1% | -14.1% | -17.1% |
| 1Y | +6.3% | +13.6% | -7.3% | -6.2% |
| 3Y | +48.2% | +130.7% | -82.6% | -14.0% |
| All | +48.2% | +133.9% | -85.7% | -14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling