+3,185.6%
TSLA vs WWD
+442.7%
+2,742.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.5% |
| 7D | +15.6% | +8.2% | +7.5% | +11.9% |
| 30D | +5.9% | -0.2% | +6.1% | +6.0% |
| 3M | +21.4% | -8.4% | +29.8% | +25.7% |
| 6M | -8.3% | -9.5% | +1.2% | -5.5% |
| YTD | -11.6% | +10.1% | -21.7% | -17.5% |
| 1Y | -7.7% | +21.6% | -29.3% | -18.0% |
| 3Y | +85.2% | +149.6% | -64.4% | +18.9% |
| 5Y | +15.4% | +191.3% | -175.9% | -31.7% |
| All | +3,185.6% | +442.7% | +2,742.9% | +1,410.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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