+6.0%
TSLA vs WST
+33.7%
-27.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +3.0% | -1.7% | +4.7% | +3.3% |
| 30D | +11.2% | -4.3% | +15.5% | +11.9% |
| 3M | -7.3% | +0.7% | -8.0% | -7.3% |
| 6M | -7.7% | +36.0% | -43.8% | -12.7% |
| YTD | -18.2% | +22.7% | -41.0% | -20.5% |
| 1Y | +6.0% | +34.1% | -28.1% | -0.8% |
| All | +6.0% | +33.7% | -27.7% | -0.8% |
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