+76.9%
TSLA vs WM
+45.7%
+31.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.1% | +0.5% |
| 7D | -4.7% | +1.2% | -5.9% | -4.6% |
| 30D | -0.8% | +13.7% | -14.4% | +0.6% |
| 3M | +14.8% | +5.2% | +9.6% | +15.6% |
| 6M | -11.3% | +11.2% | -22.5% | -10.9% |
| YTD | -15.6% | +9.4% | -25.0% | -15.4% |
| 1Y | -14.7% | +20.4% | -35.1% | -16.0% |
| 3Y | +76.9% | +44.7% | +32.2% | +109.6% |
| All | +76.9% | +45.7% | +31.2% | +109.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling