+48.2%
TSLA vs WWD
+164.2%
-116.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.0% | +6.0% | +4.9% |
| 7D | +3.4% | +0.8% | +2.6% | +3.0% |
| 30D | +12.0% | -6.4% | +18.5% | +15.2% |
| 3M | -10.0% | -5.6% | -4.4% | -9.1% |
| 6M | -7.2% | -9.1% | +1.9% | -5.3% |
| YTD | -18.1% | +12.5% | -30.7% | -26.2% |
| 1Y | +6.3% | +41.3% | -35.0% | -17.4% |
| 3Y | +48.2% | +170.2% | -122.1% | -19.3% |
| All | +48.2% | +164.2% | -116.0% | -19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling