+41.9%
TMUS vs WBD
+3.7%
+38.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.6% | -2.3% |
| 7D | -5.3% | -1.7% | -3.6% | -5.2% |
| 30D | +0.1% | +3.9% | -3.8% | -0.2% |
| 3M | -0.6% | +5.1% | -5.7% | -1.0% |
| 6M | -17.5% | +0.6% | -18.1% | -17.6% |
| YTD | -11.3% | -3.2% | -8.1% | -11.1% |
| 1Y | -25.4% | +127.7% | -153.0% | -30.4% |
| 3Y | +35.5% | +146.6% | -111.0% | +22.7% |
| 5Y | +41.9% | +4.2% | +37.7% | +38.2% |
| All | +41.9% | +3.7% | +38.2% | +38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling