-13.3%
TSLA vs WST
+47.3%
-60.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.8% | -3.4% |
| 7D | -4.7% | +1.3% | -6.0% | -4.9% |
| 30D | +1.7% | +8.5% | -6.8% | +0.5% |
| 3M | +17.7% | +17.2% | +0.5% | +15.0% |
| 6M | -1.9% | +36.3% | -38.1% | -5.4% |
| YTD | -14.3% | +48.9% | -63.3% | -17.9% |
| 1Y | -13.3% | +42.9% | -56.2% | -14.5% |
| All | -13.3% | +47.3% | -60.6% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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