+77.7%
TSLA vs WPM
+215.3%
-137.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.8% | +4.5% | +2.3% |
| 7D | +15.6% | -0.5% | +16.1% | +15.7% |
| 30D | +5.9% | -3.1% | +9.0% | +6.4% |
| 3M | +21.4% | -2.2% | +23.5% | +21.5% |
| 6M | -8.3% | -7.4% | -0.9% | -7.8% |
| YTD | -11.6% | +12.6% | -24.3% | -15.0% |
| 1Y | -7.7% | +22.8% | -30.5% | -12.8% |
| All | +77.7% | +215.3% | -137.7% | +31.7% |
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 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