-17.9%
TMUS vs WAB
+44.7%
-62.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | -0.8% |
| 7D | +6.5% | +7.9% | -1.4% | +7.7% |
| 30D | +11.3% | +4.9% | +6.4% | +11.9% |
| 3M | -2.9% | +1.8% | -4.7% | -2.5% |
| 6M | -10.5% | +12.0% | -22.5% | -8.8% |
| YTD | -14.4% | +41.3% | -55.7% | -9.1% |
| 1Y | -17.9% | +43.8% | -61.7% | -12.7% |
| All | -17.9% | +44.7% | -62.6% | -12.7% |
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 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