+234.7%
TMUS vs WAB
+305.5%
-70.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.1% | -1.0% | +3.1% |
| 7D | +5.3% | +4.0% | +1.4% | +4.4% |
| 30D | +13.5% | +4.5% | +9.1% | +12.4% |
| 3M | -4.2% | +2.3% | -6.5% | -5.0% |
| 6M | -11.9% | +12.5% | -24.4% | -14.7% |
| YTD | -15.6% | +40.2% | -55.8% | -22.6% |
| 1Y | -16.8% | +45.2% | -62.0% | -24.5% |
| 3Y | +20.8% | +171.8% | -151.0% | -7.5% |
| 5Y | +48.0% | +217.6% | -169.6% | +7.6% |
| 10Y | +234.7% | +285.3% | -50.6% | +111.5% |
| All | +234.7% | +305.5% | -70.7% | +111.5% |
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