+2,664.3%
TSLA vs WPM
+558.4%
+2,105.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.1% |
| 7D | +3.2% | -0.6% | +3.8% | +3.3% |
| 30D | +11.6% | +14.4% | -2.8% | +8.8% |
| 3M | -8.4% | +37.0% | -45.4% | -13.7% |
| 6M | -10.4% | +4.1% | -14.5% | -11.7% |
| YTD | -18.7% | +31.7% | -50.5% | -23.4% |
| 1Y | -0.9% | +44.2% | -45.1% | -8.3% |
| 3Y | +33.6% | +265.5% | -231.9% | +4.4% |
| 5Y | +48.9% | +262.5% | -213.6% | +14.5% |
| All | +2,664.3% | +558.4% | +2,105.9% | +2,027.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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