+2,664.3%
TSLA vs WTW
+198.0%
+2,466.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | +3.2% | -5.7% | +8.9% | +5.5% |
| 30D | +11.6% | -7.3% | +18.8% | +14.7% |
| 3M | -8.4% | +21.5% | -29.9% | -16.0% |
| 6M | -10.4% | +9.6% | -20.0% | -15.2% |
| YTD | -18.7% | -3.3% | -15.5% | -19.3% |
| 1Y | -0.9% | -6.1% | +5.2% | -0.6% |
| 3Y | +33.6% | +61.8% | -28.3% | -0.7% |
| 5Y | +48.9% | +42.7% | +6.2% | +16.8% |
| All | +2,664.3% | +198.0% | +2,466.3% | +1,638.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling