+2,664.3%
TSLA vs WWD
+498.2%
+2,166.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | -0.1% |
| 7D | +3.2% | -2.6% | +5.8% | +4.3% |
| 30D | +11.6% | -6.9% | +18.5% | +14.8% |
| 3M | -8.4% | -13.0% | +4.6% | -3.8% |
| 6M | -10.4% | -12.5% | +2.1% | -6.7% |
| YTD | -18.7% | +11.8% | -30.6% | -24.5% |
| 1Y | -0.9% | +41.1% | -42.0% | -17.6% |
| 3Y | +33.6% | +163.1% | -129.5% | -15.8% |
| 5Y | +48.9% | +187.6% | -138.7% | -11.2% |
| All | +2,664.3% | +498.2% | +2,166.1% | +1,172.1% |
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