-16.3%
TMUS vs WAB
+45.2%
-61.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.1% | -1.0% | +4.9% |
| 7D | +5.3% | +4.0% | +1.4% | +5.9% |
| 30D | +13.5% | +4.5% | +9.1% | +14.2% |
| 3M | -4.2% | +2.3% | -6.5% | -3.8% |
| 6M | -11.9% | +12.5% | -24.4% | -10.1% |
| YTD | -15.6% | +40.2% | -55.8% | -9.8% |
| All | -16.3% | +45.2% | -61.5% | -10.3% |
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