+23,015.9%
TSLA vs WY
+204.0%
+22,811.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.4% | +5.4% | +4.7% |
| 7D | +3.4% | -2.1% | +5.4% | +4.4% |
| 30D | +12.0% | -10.5% | +22.5% | +18.3% |
| 3M | -10.0% | -4.9% | -5.1% | -8.6% |
| 6M | -7.2% | -4.9% | -2.3% | -6.3% |
| YTD | -18.1% | -1.7% | -16.5% | -19.2% |
| 1Y | +6.3% | -9.4% | +15.7% | +8.7% |
| 3Y | +48.2% | -22.3% | +70.5% | +62.9% |
| 5Y | +46.5% | -20.5% | +67.0% | +60.9% |
| 10Y | +2,698.1% | +4.9% | +2,693.2% | +2,362.7% |
| All | +23,015.9% | +204.0% | +22,811.9% | +11,248.9% |
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