+15.5%
TSLA vs WMT
+176.1%
-160.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.3% |
| 7D | +8.9% | +2.0% | +6.9% | +8.1% |
| 30D | +6.3% | +10.3% | -4.0% | +2.4% |
| 3M | +14.8% | +11.0% | +3.8% | +10.0% |
| 6M | -12.4% | -2.3% | -10.0% | -11.8% |
| YTD | -13.2% | +15.7% | -28.9% | -20.6% |
| 1Y | -2.9% | +26.0% | -28.9% | -15.4% |
| 3Y | +74.4% | +136.5% | -62.1% | +14.8% |
| All | +15.5% | +176.1% | -160.6% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WMT.
Daily Out/Under-Performance
Portfolio return minus WMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMT 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 5y: compounded portfolio wealth divided by compounded WMT 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…
5y analysis · Full analysis span regression · 6 months rolling