+317.8%
TMUS vs WAB
+282.7%
+35.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.1% |
| 7D | -5.3% | +0.2% | -5.6% | -5.4% |
| 30D | +0.1% | -4.6% | +4.6% | +1.1% |
| 3M | -0.6% | +5.6% | -6.3% | -2.2% |
| 6M | -17.5% | +13.8% | -31.4% | -20.6% |
| YTD | -11.3% | +31.9% | -43.1% | -17.5% |
| 1Y | -25.4% | +48.3% | -73.7% | -32.8% |
| 3Y | +35.5% | +167.1% | -131.6% | +3.8% |
| 5Y | +41.9% | +222.9% | -181.0% | +2.3% |
| 10Y | +317.8% | +289.9% | +27.9% | +152.7% |
| All | +317.8% | +282.7% | +35.1% | +152.7% |
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