+2,664.3%
TSLA vs WY
+7.6%
+2,656.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +3.2% | -4.2% | +7.4% | +5.4% |
| 30D | +11.6% | -10.1% | +21.7% | +17.5% |
| 3M | -8.4% | -8.5% | +0.1% | -5.2% |
| 6M | -10.4% | -3.3% | -7.1% | -10.2% |
| YTD | -18.7% | -4.4% | -14.3% | -18.6% |
| 1Y | -0.9% | -11.5% | +10.6% | +2.6% |
| 3Y | +33.6% | -24.3% | +57.9% | +48.8% |
| 5Y | +48.9% | -21.3% | +70.2% | +64.9% |
| All | +2,664.3% | +7.6% | +2,656.7% | +2,459.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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