+24,401.0%
TSLA vs WY
+178.8%
+24,222.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.7% |
| 7D | +8.9% | -0.8% | +9.7% | +9.3% |
| 30D | +6.3% | +10.1% | -3.8% | +0.5% |
| 3M | +14.8% | -15.4% | +30.2% | +23.5% |
| 6M | -12.4% | -8.3% | -4.1% | -10.3% |
| YTD | -13.2% | -9.8% | -3.4% | -11.4% |
| 1Y | -2.9% | -3.9% | +1.0% | -4.5% |
| 3Y | +74.4% | -23.3% | +97.7% | +90.7% |
| 5Y | +13.3% | -31.2% | +44.5% | +32.4% |
| 10Y | +3,004.2% | +5.5% | +2,998.7% | +2,602.1% |
| All | +24,401.0% | +178.8% | +24,222.2% | +12,339.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling