+22,131.9%
TSLA vs WFC
+420.0%
+21,711.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.9% | -6.8% | -6.3% |
| 7D | +1.5% | +3.8% | -2.3% | -0.4% |
| 30D | +10.1% | +1.5% | +8.6% | +9.1% |
| 3M | -15.4% | +10.9% | -26.2% | -19.8% |
| 6M | -12.8% | +8.4% | -21.2% | -17.1% |
| YTD | -21.3% | -1.9% | -19.4% | -21.7% |
| 1Y | +4.6% | +12.3% | -7.8% | -3.2% |
| 3Y | +44.5% | +132.3% | -87.8% | -4.4% |
| 5Y | +44.8% | +130.1% | -85.3% | -3.9% |
| 10Y | +2,585.4% | +134.4% | +2,451.0% | +1,514.5% |
| All | +22,131.9% | +420.0% | +21,711.9% | +8,698.8% |
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