+22,131.9%
TSLA vs WSM
+2,529.8%
+19,602.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.1% | -8.0% | -6.7% |
| 7D | +1.5% | -3.3% | +4.8% | +2.7% |
| 30D | +10.1% | -8.4% | +18.5% | +13.6% |
| 3M | -15.4% | +9.7% | -25.0% | -18.6% |
| 6M | -12.8% | +16.7% | -29.5% | -18.3% |
| YTD | -21.3% | +28.7% | -49.9% | -29.2% |
| 1Y | +4.6% | +13.7% | -9.1% | -2.1% |
| 3Y | +44.5% | +230.1% | -185.6% | -14.6% |
| 5Y | +44.8% | +179.0% | -134.1% | -12.2% |
| 10Y | +2,585.4% | +1,002.5% | +1,582.9% | +740.5% |
| All | +22,131.9% | +2,529.8% | +19,602.1% | +4,416.4% |
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 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