+22,994.0%
TSLA vs WTW
+423.9%
+22,570.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | +1.5% |
| 7D | +3.0% | -7.1% | +10.1% | +6.4% |
| 30D | +11.2% | -8.5% | +19.7% | +15.3% |
| 3M | -7.3% | +20.6% | -27.8% | -15.7% |
| 6M | -7.7% | +7.2% | -15.0% | -12.5% |
| YTD | -18.2% | -3.9% | -14.4% | -19.0% |
| 1Y | +6.0% | -3.6% | +9.6% | +4.4% |
| 3Y | +48.0% | +60.7% | -12.7% | +8.5% |
| 5Y | +46.2% | +42.2% | +4.0% | +13.5% |
| 10Y | +2,737.0% | +195.5% | +2,541.6% | +1,332.8% |
| All | +22,994.0% | +423.9% | +22,570.1% | +8,034.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling