+22,131.9%
TSLA vs WST
+1,980.1%
+20,151.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.8% | -5.1% | -5.6% |
| 7D | +1.5% | +0.7% | +0.8% | +1.3% |
| 30D | +10.1% | -3.1% | +13.3% | +11.4% |
| 3M | -15.4% | +7.2% | -22.6% | -17.6% |
| 6M | -12.8% | +36.8% | -49.6% | -23.0% |
| YTD | -21.3% | +23.8% | -45.1% | -28.3% |
| 1Y | +4.6% | +37.8% | -33.2% | -8.9% |
| 3Y | +44.5% | -15.9% | +60.4% | +36.8% |
| 5Y | +44.8% | -25.8% | +70.6% | +41.2% |
| 10Y | +2,585.4% | +319.6% | +2,265.8% | +982.0% |
| All | +22,131.9% | +1,980.1% | +20,151.8% | +3,178.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling