+42.0%
TMUS vs WCC
+216.1%
-174.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.9% | -7.3% | -3.7% |
| 7D | +0.1% | +4.5% | -4.4% | -0.2% |
| 30D | +5.3% | -5.8% | +11.0% | +5.5% |
| 3M | +3.1% | -3.7% | +6.8% | +3.2% |
| 6M | -16.5% | +23.1% | -39.5% | -18.1% |
| YTD | -9.2% | +44.2% | -53.3% | -12.3% |
| 1Y | -26.5% | +62.1% | -88.6% | -30.1% |
| 3Y | +39.0% | +121.1% | -82.1% | +23.4% |
| All | +42.0% | +216.1% | -174.1% | +12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling