+15.4%
TSLA vs WPM
+218.7%
-203.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +21.4% |
| 6M | -8.3% | -7.4% | -0.9% | -7.7% |
| YTD | -11.6% | +12.6% | -24.3% | -15.2% |
| 1Y | -7.7% | +22.8% | -30.5% | -12.9% |
| 3Y | +85.2% | +213.6% | -128.5% | +40.2% |
| 5Y | +15.4% | +211.2% | -195.8% | -7.2% |
| All | +15.4% | +218.7% | -203.3% | -7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling