-23.6%
TMUS vs WCC
+64.4%
-88.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | +0.5% |
| 7D | -0.3% | +8.5% | -8.7% | +1.0% |
| 30D | +3.1% | -1.0% | +4.1% | +3.2% |
| 3M | +2.4% | +2.1% | +0.3% | +3.6% |
| 6M | -17.1% | +36.8% | -53.9% | -12.8% |
| YTD | -9.1% | +47.7% | -56.8% | -2.5% |
| 1Y | -23.6% | +66.5% | -90.1% | -15.8% |
| All | -23.6% | +64.4% | -88.1% | -15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling