+320.5%
TMUS vs WAB
+1,621.6%
-1,301.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -3.7% |
| 7D | +0.1% | -3.2% | +3.3% | +1.2% |
| 30D | +5.3% | -4.4% | +9.7% | +6.9% |
| 3M | +3.1% | +7.9% | -4.7% | -0.5% |
| 6M | -16.5% | +8.7% | -25.2% | -20.2% |
| YTD | -9.2% | +33.0% | -42.1% | -19.6% |
| 1Y | -26.5% | +46.7% | -73.1% | -37.6% |
| 3Y | +39.0% | +153.0% | -114.0% | -6.6% |
| 5Y | +40.4% | +222.3% | -181.9% | -16.1% |
| 10Y | +303.7% | +291.0% | +12.7% | +95.3% |
| All | +320.5% | +1,621.6% | -1,301.2% | -9.7% |
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