+21.4%
TMUS vs WAT
+82.3%
-60.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | +4.9% | +0.6% | +4.3% | +4.9% |
| 30D | +7.7% | +5.4% | +2.3% | +7.8% |
| 3M | -6.8% | +11.3% | -18.1% | -6.6% |
| 6M | -9.7% | +37.4% | -47.1% | -9.5% |
| YTD | -15.0% | +21.2% | -36.1% | -14.4% |
| 1Y | -19.1% | +21.3% | -40.5% | -18.6% |
| 3Y | +21.4% | +83.4% | -62.0% | +21.5% |
| All | +21.4% | +82.3% | -60.9% | +21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling