+2,681.1%
TSLA vs WM
+339.4%
+2,341.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.1% | +6.3% | +4.8% |
| 7D | -10.4% | +1.2% | -11.6% | -10.8% |
| 30D | -5.2% | +13.1% | -18.3% | -9.1% |
| 3M | +12.1% | +3.6% | +8.5% | +10.4% |
| 6M | -10.2% | +8.1% | -18.2% | -13.6% |
| YTD | -20.3% | +8.9% | -29.3% | -24.1% |
| 1Y | -19.7% | +20.3% | -40.0% | -26.6% |
| 3Y | +63.4% | +46.2% | +17.2% | +34.6% |
| 5Y | -12.1% | +59.9% | -72.0% | -31.5% |
| All | +2,681.1% | +339.4% | +2,341.7% | +1,425.4% |
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