+290.8%
TMUS vs WAB
+1,714.9%
-1,424.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.1% | -1.0% | +2.3% |
| 7D | +5.3% | +4.0% | +1.4% | +3.8% |
| 30D | +13.5% | +4.5% | +9.1% | +11.5% |
| 3M | -4.2% | +2.3% | -6.5% | -5.5% |
| 6M | -11.9% | +12.5% | -24.4% | -16.7% |
| YTD | -15.6% | +40.2% | -55.8% | -27.0% |
| 1Y | -16.8% | +45.2% | -62.0% | -29.1% |
| 3Y | +20.8% | +171.8% | -151.0% | -21.2% |
| 5Y | +48.0% | +217.6% | -169.6% | -11.0% |
| 10Y | +234.7% | +285.3% | -50.6% | +63.5% |
| All | +290.8% | +1,714.9% | -1,424.1% | -18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling