+309.1%
TMUS vs WAT
+153.6%
+155.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.4% |
| 7D | -0.3% | -0.7% | +0.5% | -0.1% |
| 30D | +3.1% | -1.0% | +4.1% | +3.3% |
| 3M | +2.4% | +10.9% | -8.5% | -0.1% |
| 6M | -17.1% | +33.2% | -50.3% | -22.9% |
| YTD | -9.1% | +6.1% | -15.2% | -11.3% |
| 1Y | -23.6% | +30.2% | -53.9% | -29.5% |
| 3Y | +38.8% | +52.9% | -14.0% | +15.9% |
| 5Y | +43.0% | -5.1% | +48.1% | +37.9% |
| 10Y | +309.1% | +152.6% | +156.5% | +162.1% |
| All | +309.1% | +153.6% | +155.5% | +162.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded WAT 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling