+2,533.1%
TSLA vs WM
+305.9%
+2,227.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.2% | -4.7% | -5.5% |
| 7D | +1.5% | -0.3% | +1.8% | +1.7% |
| 30D | +10.1% | -2.4% | +12.5% | +10.9% |
| 3M | -15.4% | +0.4% | -15.8% | -16.3% |
| 6M | -12.8% | -9.5% | -3.3% | -10.7% |
| YTD | -21.3% | +0.5% | -21.8% | -22.8% |
| 1Y | +4.6% | -1.1% | +5.7% | +2.9% |
| 3Y | +44.5% | +46.0% | -1.5% | +18.2% |
| 5Y | +44.8% | +51.8% | -7.0% | +14.2% |
| All | +2,533.1% | +305.9% | +2,227.2% | +1,302.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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