+38.8%
TMUS vs WAB
+168.6%
-129.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | -0.3% | +1.7% | -1.9% | -0.4% |
| 30D | +3.1% | -2.4% | +5.6% | +3.3% |
| 3M | +2.4% | +9.7% | -7.3% | +1.6% |
| 6M | -17.1% | +16.5% | -33.6% | -18.4% |
| YTD | -9.1% | +33.7% | -42.8% | -12.1% |
| 1Y | -23.6% | +49.7% | -73.3% | -27.6% |
| 3Y | +38.8% | +170.9% | -132.1% | +13.4% |
| All | +38.8% | +168.6% | -129.7% | +13.4% |
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