+3,185.6%
TSLA vs WMB
+284.4%
+2,901.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.3% |
| 7D | +15.6% | +8.1% | +7.6% | +11.5% |
| 30D | +5.9% | -6.9% | +12.8% | +9.6% |
| 3M | +21.4% | -5.1% | +26.5% | +23.9% |
| 6M | -8.3% | -5.7% | -2.6% | -7.0% |
| YTD | -11.6% | +18.1% | -29.7% | -20.3% |
| 1Y | -7.7% | +18.4% | -26.1% | -17.0% |
| 3Y | +85.2% | +122.7% | -37.6% | +22.0% |
| 5Y | +15.4% | +202.0% | -186.7% | -35.0% |
| All | +3,185.6% | +284.4% | +2,901.2% | +1,306.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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