+15.6%
TMUS vs WAT
+74.7%
-59.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.9% |
| 7D | +3.6% | -1.1% | +4.7% | +3.5% |
| 30D | -3.4% | +5.0% | -8.3% | -3.3% |
| 3M | -9.5% | +14.5% | -23.9% | -9.3% |
| 6M | -15.2% | +30.9% | -46.1% | -15.0% |
| YTD | -18.9% | +20.5% | -39.4% | -18.4% |
| 1Y | -17.7% | +23.3% | -41.0% | -17.3% |
| 3Y | +15.6% | +81.5% | -65.8% | +15.1% |
| All | +15.6% | +74.7% | -59.1% | +15.1% |
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 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