+15.6%
TMUS vs WAB
+157.8%
-142.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -1.0% | +0.9% |
| 7D | +3.6% | +1.4% | +2.1% | +3.5% |
| 30D | -3.4% | +0.4% | -3.8% | -3.4% |
| 3M | -9.5% | -3.8% | -5.6% | -9.4% |
| 6M | -15.2% | +5.1% | -20.3% | -15.5% |
| YTD | -18.9% | +33.3% | -52.2% | -21.2% |
| 1Y | -17.7% | +39.8% | -57.5% | -20.6% |
| 3Y | +15.6% | +161.1% | -145.4% | +5.4% |
| All | +15.6% | +157.8% | -142.1% | +5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling