+23,745.5%
TSLA vs WFC
+398.6%
+23,347.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.1% | +0.3% |
| 7D | -4.7% | +0.9% | -5.6% | -5.0% |
| 30D | -0.8% | +3.3% | -4.0% | -2.3% |
| 3M | +14.8% | -1.4% | +16.2% | +15.0% |
| 6M | -11.3% | +14.7% | -26.0% | -17.8% |
| YTD | -15.6% | -5.9% | -9.6% | -14.5% |
| 1Y | -14.7% | +1.8% | -16.5% | -17.0% |
| 3Y | +76.9% | +124.9% | -48.0% | +18.7% |
| 5Y | +6.7% | +92.7% | -86.1% | -23.8% |
| 10Y | +2,973.5% | +118.2% | +2,855.3% | +1,821.2% |
| All | +23,745.5% | +398.6% | +23,347.0% | +9,507.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling