+20.8%
TMUS vs WCC
+135.0%
-114.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +8.1% | -4.0% | +4.6% |
| 7D | +5.3% | -5.7% | +11.0% | +5.0% |
| 30D | +13.5% | -13.5% | +27.0% | +12.8% |
| 3M | -4.2% | -12.9% | +8.6% | -4.8% |
| 6M | -11.9% | -10.7% | -1.2% | -12.1% |
| YTD | -15.6% | +30.0% | -45.6% | -15.8% |
| 1Y | -16.8% | +24.7% | -41.5% | -17.0% |
| 3Y | +20.8% | +136.6% | -115.8% | +17.9% |
| All | +20.8% | +135.0% | -114.2% | +17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling