+46.2%
TSLA vs WWD
+191.3%
-145.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +3.0% | +0.6% | +2.4% | +2.6% |
| 30D | +11.2% | -5.1% | +16.3% | +13.8% |
| 3M | -7.3% | -11.2% | +4.0% | -2.9% |
| 6M | -7.7% | -12.0% | +4.3% | -3.8% |
| YTD | -18.2% | +12.0% | -30.2% | -25.9% |
| 1Y | +6.0% | +42.8% | -36.8% | -17.4% |
| 3Y | +48.0% | +168.9% | -120.9% | -20.7% |
| 5Y | +46.2% | +192.2% | -146.0% | -30.1% |
| All | +46.2% | +191.3% | -145.1% | -30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling