-7.7%
TSLA vs WTW
+4.3%
-12.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | -1.2% |
| 7D | +3.0% | -7.1% | +10.1% | +0.8% |
| 30D | +11.2% | -8.5% | +19.7% | +8.1% |
| 3M | -7.3% | +20.6% | -27.8% | +0.9% |
| 6M | -7.7% | +7.2% | -15.0% | +0.2% |
| All | -7.7% | +4.3% | -12.0% | +0.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling