+234.7%
TMUS vs WCC
+492.1%
-257.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +8.1% | -4.0% | +3.2% |
| 7D | +5.3% | -5.7% | +11.0% | +5.8% |
| 30D | +13.5% | -13.5% | +27.0% | +15.0% |
| 3M | -4.2% | -12.9% | +8.6% | -3.4% |
| 6M | -11.9% | -10.7% | -1.2% | -11.9% |
| YTD | -15.6% | +30.0% | -45.6% | -20.7% |
| 1Y | -16.8% | +24.7% | -41.5% | -21.5% |
| 3Y | +20.8% | +136.6% | -115.8% | -2.5% |
| 5Y | +48.0% | +143.9% | -95.9% | +13.9% |
| 10Y | +234.7% | +465.9% | -231.2% | +106.7% |
| All | +234.7% | +492.1% | -257.3% | +106.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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