+562.9%
TMUS vs W
+176.2%
+386.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.5% | -6.0% | -3.6% |
| 7D | +0.1% | -4.2% | +4.3% | +0.3% |
| 30D | +5.3% | -7.6% | +12.8% | +5.7% |
| 3M | +3.1% | +37.2% | -34.0% | +0.2% |
| 6M | -16.5% | +26.3% | -42.8% | -18.7% |
| YTD | -9.2% | -1.0% | -8.2% | -10.4% |
| 1Y | -26.5% | +20.1% | -46.6% | -28.9% |
| 3Y | +39.0% | +37.8% | +1.2% | +27.9% |
| 5Y | +40.4% | -63.7% | +104.0% | +36.8% |
| 10Y | +303.7% | +156.3% | +147.4% | +179.2% |
| All | +562.9% | +176.2% | +386.7% | +350.2% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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