-21.2%
TMUS vs WAB
+46.5%
-67.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +3.3% |
| 7D | +7.5% | +4.5% | +3.0% | +8.3% |
| 30D | -3.3% | +1.1% | -4.4% | -3.0% |
| 3M | -9.7% | -1.3% | -8.4% | -9.6% |
| 6M | -17.2% | +12.7% | -30.0% | -15.5% |
| YTD | -20.3% | +38.7% | -59.0% | -15.9% |
| 1Y | -21.2% | +44.9% | -66.2% | -16.4% |
| All | -21.2% | +46.5% | -67.8% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling