+234.7%
TMUS vs WAT
+232.2%
+2.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.2% | 0.0% | +3.4% |
| 7D | +5.3% | +6.0% | -0.7% | +4.2% |
| 30D | +13.5% | +9.9% | +3.7% | +11.4% |
| 3M | -4.2% | +17.2% | -21.4% | -7.4% |
| 6M | -11.9% | +34.2% | -46.1% | -17.5% |
| YTD | -15.6% | +25.5% | -41.1% | -20.4% |
| 1Y | -16.8% | +28.3% | -45.0% | -22.1% |
| 3Y | +20.8% | +88.4% | -67.6% | -3.3% |
| 5Y | +48.0% | +36.1% | +11.9% | +28.6% |
| 10Y | +234.7% | +234.8% | -0.1% | +112.0% |
| All | +234.7% | +232.2% | +2.5% | +112.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling