-17.7%
TMUS vs WAT
+23.8%
-41.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +1.1% |
| 7D | +3.6% | -1.1% | +4.7% | +3.4% |
| 30D | -3.4% | +5.0% | -8.3% | -2.6% |
| 3M | -9.5% | +14.5% | -23.9% | -7.6% |
| 6M | -15.2% | +30.9% | -46.1% | -12.0% |
| YTD | -18.9% | +20.5% | -39.4% | -15.5% |
| 1Y | -17.7% | +23.3% | -41.0% | -14.1% |
| All | -17.7% | +23.8% | -41.5% | -14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling