-13.3%
TSLA vs WSM
+44.0%
-57.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.5% | -9.8% | -4.5% |
| 7D | -4.7% | +8.0% | -12.7% | -6.2% |
| 30D | +1.7% | +13.5% | -11.8% | -1.1% |
| 3M | +17.7% | +8.8% | +8.8% | +15.6% |
| 6M | -1.9% | +54.7% | -56.6% | -11.6% |
| YTD | -14.3% | +53.3% | -67.6% | -21.4% |
| 1Y | -13.3% | +41.1% | -54.4% | -19.4% |
| All | -13.3% | +44.0% | -57.3% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling