+22,131.9%
TSLA vs WM
+917.1%
+21,214.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.2% | -4.7% | -5.4% |
| 7D | +1.5% | -0.3% | +1.8% | +1.7% |
| 30D | +10.1% | -2.4% | +12.5% | +11.1% |
| 3M | -15.4% | +0.4% | -15.8% | -16.5% |
| 6M | -12.8% | -9.5% | -3.3% | -10.3% |
| YTD | -21.3% | +0.5% | -21.8% | -23.0% |
| 1Y | +4.6% | -1.1% | +5.7% | +2.5% |
| 3Y | +44.5% | +46.0% | -1.5% | +14.5% |
| 5Y | +44.8% | +51.8% | -7.0% | +10.3% |
| 10Y | +2,585.4% | +307.5% | +2,277.9% | +1,029.1% |
| All | +22,131.9% | +917.1% | +21,214.8% | +4,902.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling