+15.7%
TMUS vs WBD
+173.1%
-157.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | 0.0% |
| 7D | +6.5% | +3.1% | +3.3% | +5.1% |
| 30D | +14.1% | +1.0% | +13.1% | +13.5% |
| 3M | +12.2% | +1.3% | +10.9% | +11.4% |
| 6M | +28.7% | -8.7% | +37.4% | +32.8% |
| YTD | +34.3% | -0.9% | +35.2% | +32.9% |
| 1Y | +40.5% | -13.6% | +54.1% | +47.0% |
| 3Y | +94.8% | -38.8% | +133.6% | +130.4% |
| 5Y | +259.1% | +19.3% | +239.8% | +208.6% |
| All | +15.7% | +173.1% | -157.4% | -27.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling