+3,125.8%
TSLA vs WM
+330.8%
+2,795.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +8.9% | +3.2% | +5.7% | +7.9% |
| 30D | +6.3% | +13.0% | -6.7% | +2.0% |
| 3M | +14.8% | +9.2% | +5.6% | +11.3% |
| 6M | -12.4% | +13.6% | -26.0% | -17.0% |
| YTD | -13.2% | +12.4% | -25.6% | -18.1% |
| 1Y | -2.9% | +21.2% | -24.1% | -11.2% |
| 3Y | +74.4% | +48.7% | +25.8% | +43.3% |
| 5Y | +13.3% | +61.9% | -48.6% | -11.9% |
| All | +3,125.8% | +330.8% | +2,795.1% | +1,610.7% |
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