+34.4%
TSLA vs WPM
+273.6%
-239.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.3% |
| 7D | +3.0% | +3.9% | -0.9% | +2.2% |
| 30D | +11.2% | +17.7% | -6.5% | +7.2% |
| 3M | -7.3% | +39.4% | -46.7% | -14.0% |
| 6M | -7.7% | +6.4% | -14.2% | -10.4% |
| YTD | -18.2% | +34.0% | -52.2% | -23.9% |
| 1Y | +6.0% | +50.5% | -44.5% | -3.7% |
| All | +34.4% | +273.6% | -239.1% | +2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling