+240.8%
TMUS vs WAB
+288.7%
-47.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.2% |
| 7D | +9.5% | +4.0% | +5.5% | +8.6% |
| 30D | +13.8% | +6.3% | +7.5% | +12.2% |
| 3M | -4.6% | +3.3% | -7.8% | -5.5% |
| 6M | -11.7% | +14.5% | -26.2% | -14.8% |
| YTD | -15.4% | +42.7% | -58.1% | -22.8% |
| 1Y | -16.1% | +45.2% | -61.3% | -23.9% |
| 3Y | +20.5% | +173.8% | -153.3% | -7.9% |
| 5Y | +48.7% | +223.8% | -175.0% | +7.6% |
| 10Y | +240.8% | +280.5% | -39.7% | +113.4% |
| All | +240.8% | +288.7% | -47.9% | +113.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling