-7.6%
TSLA vs WST
-0.1%
-7.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.4% | +3.8% |
| 7D | -10.4% | -3.1% | -7.3% | -9.7% |
| 30D | -5.2% | +9.1% | -14.3% | -7.0% |
| 3M | +12.1% | +14.7% | -2.6% | +8.6% |
| 6M | -10.2% | +28.0% | -38.2% | -15.3% |
| YTD | -20.3% | +45.6% | -66.0% | -27.6% |
| 1Y | -19.7% | +45.7% | -65.3% | -27.0% |
| 3Y | +63.4% | +21.1% | +42.3% | +38.5% |
| All | -7.6% | -0.1% | -7.4% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling