+24,401.0%
TSLA vs WSM
+2,846.6%
+21,554.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.4% |
| 7D | +8.9% | 0.0% | +8.9% | +8.9% |
| 30D | +6.3% | +5.1% | +1.2% | +4.0% |
| 3M | +14.8% | +5.1% | +9.7% | +12.1% |
| 6M | -12.4% | +48.6% | -61.0% | -25.0% |
| YTD | -13.2% | +44.2% | -57.4% | -25.5% |
| 1Y | -2.9% | +38.1% | -41.0% | -15.5% |
| 3Y | +74.4% | +257.2% | -182.8% | 0.0% |
| 5Y | +13.3% | +165.1% | -151.8% | -30.2% |
| 10Y | +3,004.2% | +1,123.6% | +1,880.6% | +833.5% |
| All | +24,401.0% | +2,846.6% | +21,554.5% | +4,652.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling