+21.4%
TMUS vs WAB
+168.8%
-147.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.6% |
| 7D | +4.9% | +5.1% | -0.2% | +4.8% |
| 30D | +7.7% | +4.0% | +3.7% | +7.5% |
| 3M | -6.8% | +0.1% | -6.9% | -6.8% |
| 6M | -9.7% | +12.8% | -22.5% | -10.3% |
| YTD | -15.0% | +40.1% | -55.0% | -17.5% |
| 1Y | -19.1% | +46.4% | -65.5% | -22.0% |
| 3Y | +21.4% | +167.4% | -145.9% | +11.3% |
| All | +21.4% | +168.8% | -147.4% | +11.3% |
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 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