-7.6%
TSLA vs WM
+59.1%
-66.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.1% | +6.3% | +4.4% |
| 7D | -10.4% | +1.2% | -11.6% | -10.6% |
| 30D | -5.2% | +13.1% | -18.3% | -6.7% |
| 3M | +12.1% | +3.6% | +8.5% | +11.5% |
| 6M | -10.2% | +8.1% | -18.2% | -11.8% |
| YTD | -20.3% | +8.9% | -29.3% | -22.4% |
| 1Y | -19.7% | +20.3% | -40.0% | -24.2% |
| 3Y | +63.4% | +46.2% | +17.2% | +41.7% |
| All | -7.6% | +59.1% | -66.7% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling