+2,698.1%
TSLA vs WMB
+309.4%
+2,388.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.3% | +1.7% | +2.9% |
| 7D | +3.4% | +0.8% | +2.6% | +3.0% |
| 30D | +12.0% | +7.7% | +4.3% | +7.8% |
| 3M | -10.0% | +6.7% | -16.7% | -13.7% |
| 6M | -7.2% | +3.6% | -10.8% | -10.2% |
| YTD | -18.1% | +28.0% | -46.1% | -28.9% |
| 1Y | +6.3% | +37.6% | -31.3% | -11.4% |
| 3Y | +48.2% | +149.0% | -100.9% | -7.2% |
| 5Y | +46.5% | +285.3% | -238.8% | -26.3% |
| 10Y | +2,698.1% | +302.1% | +2,396.1% | +1,068.0% |
| All | +2,698.1% | +309.4% | +2,388.7% | +1,068.0% |
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