+41.0%
TMUS vs WAT
+32.4%
+8.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.8% |
| 7D | +3.6% | -1.1% | +4.7% | +3.6% |
| 30D | -3.4% | +5.0% | -8.3% | -3.8% |
| 3M | -9.5% | +14.5% | -23.9% | -10.5% |
| 6M | -15.2% | +30.9% | -46.1% | -17.2% |
| YTD | -18.9% | +20.5% | -39.4% | -20.3% |
| 1Y | -17.7% | +23.3% | -41.0% | -19.4% |
| 3Y | +15.6% | +81.5% | -65.8% | +2.8% |
| All | +41.0% | +32.4% | +8.6% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling