+2,883.7%
TSLA vs WM
+337.2%
+2,546.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.5% |
| 7D | -6.4% | -0.5% | -5.9% | -6.3% |
| 30D | -1.2% | +13.3% | -14.5% | -5.3% |
| 3M | +15.1% | +4.4% | +10.7% | +13.1% |
| 6M | -11.7% | +10.8% | -22.6% | -15.9% |
| YTD | -15.9% | +9.1% | -25.0% | -19.9% |
| 1Y | -12.0% | +19.1% | -31.1% | -19.3% |
| 3Y | +80.0% | +45.7% | +34.4% | +48.6% |
| 5Y | +10.8% | +60.4% | -49.6% | -13.9% |
| 10Y | +2,883.7% | +328.7% | +2,554.9% | +1,486.7% |
| All | +2,883.7% | +337.2% | +2,546.5% | +1,486.7% |
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