+63.4%
TSLA vs WMB
+97.7%
-34.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.4% |
| 7D | -10.4% | -13.8% | +3.4% | -3.9% |
| 30D | -5.2% | -10.3% | +5.1% | -0.3% |
| 3M | +12.1% | -10.1% | +22.2% | +17.2% |
| 6M | -10.2% | -11.8% | +1.7% | -6.4% |
| YTD | -20.3% | +8.9% | -29.3% | -28.3% |
| 1Y | -19.7% | +14.0% | -33.6% | -30.2% |
| 3Y | +63.4% | +100.5% | -37.2% | +5.0% |
| All | +63.4% | +97.7% | -34.3% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling