+2,664.3%
TSLA vs WSM
+1,071.8%
+1,592.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.1% |
| 7D | +3.2% | -0.5% | +3.7% | +3.4% |
| 30D | +11.6% | -7.7% | +19.3% | +14.7% |
| 3M | -8.4% | +3.8% | -12.2% | -10.0% |
| 6M | -10.4% | +22.7% | -33.1% | -17.4% |
| YTD | -18.7% | +28.0% | -46.7% | -26.7% |
| 1Y | -0.9% | +12.7% | -13.6% | -6.8% |
| 3Y | +33.6% | +231.3% | -197.7% | -20.4% |
| 5Y | +48.9% | +177.2% | -128.3% | -9.0% |
| All | +2,664.3% | +1,071.8% | +1,592.5% | +871.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling