+229.6%
TMUS vs WBD
+20.9%
+208.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +34.7% | -53.0% | -20.8% |
| 7D | -18.3% | +34.7% | -53.0% | -20.8% |
| 30D | -18.3% | +34.7% | -53.0% | -20.8% |
| 3M | -18.3% | +34.7% | -53.0% | -20.8% |
| 6M | -18.3% | +34.7% | -53.0% | -20.8% |
| YTD | -18.3% | +34.7% | -53.0% | -20.8% |
| 1Y | -27.0% | +63.0% | -90.0% | -30.7% |
| 3Y | +26.0% | +206.7% | -180.7% | +6.9% |
| 5Y | +38.1% | +18.4% | +19.7% | +29.4% |
| All | +229.6% | +20.9% | +208.7% | +186.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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