+2,650.1%
TSLA vs WING
+379.2%
+2,270.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -3.4% | +0.2% | -3.6% | -3.5% |
| 30D | +9.2% | -0.5% | +9.7% | +8.7% |
| 3M | -4.7% | -23.9% | +19.1% | +2.8% |
| 6M | -8.9% | -48.9% | +39.9% | +11.0% |
| YTD | -19.2% | -53.3% | +34.2% | -0.9% |
| 1Y | +4.5% | -60.3% | +64.8% | +34.4% |
| 3Y | +46.3% | -30.1% | +76.4% | +33.2% |
| 5Y | +48.1% | -36.2% | +84.3% | +29.7% |
| All | +2,650.1% | +379.2% | +2,270.9% | +1,087.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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