-11.8%
TSLA vs WOLF
+53.8%
-65.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.5% | -2.6% | +2.2% |
| 7D | +1.5% | +21.5% | -20.0% | -1.1% |
| 30D | +3.4% | -1.2% | +4.6% | +2.8% |
| 3M | +17.4% | -8.2% | +25.6% | +16.9% |
| 6M | -12.2% | -45.0% | +32.8% | -9.5% |
| YTD | -13.1% | +59.0% | -72.1% | -18.6% |
| 1Y | -11.1% | +59.1% | -70.2% | -17.0% |
| All | -11.8% | +53.8% | -65.6% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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