+21,479.5%
TSLA vs WM
+1,025.5%
+20,454.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +1.2% | -11.9% | -11.2% |
| 7D | -14.8% | +4.5% | -19.3% | -16.3% |
| 30D | -9.7% | +16.1% | -25.8% | -15.4% |
| 3M | +6.9% | +8.0% | -1.2% | +3.0% |
| 6M | -11.7% | +8.4% | -20.1% | -16.1% |
| YTD | -23.6% | +11.2% | -34.8% | -28.6% |
| 1Y | -25.6% | +22.3% | -47.9% | -33.8% |
| 3Y | +56.3% | +50.2% | +6.0% | +22.9% |
| 5Y | -15.6% | +63.3% | -78.9% | -37.5% |
| 10Y | +2,605.4% | +355.0% | +2,250.3% | +981.6% |
| All | +21,479.5% | +1,025.5% | +20,454.0% | +4,537.5% |
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 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