+290.8%
TMUS vs WCC
+427.6%
-136.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +8.1% | -4.0% | +2.0% |
| 7D | +5.3% | -5.7% | +11.0% | +6.4% |
| 30D | +13.5% | -13.5% | +27.0% | +16.7% |
| 3M | -4.2% | -12.9% | +8.6% | -2.4% |
| 6M | -11.9% | -10.7% | -1.2% | -12.0% |
| YTD | -15.6% | +30.0% | -45.6% | -25.3% |
| 1Y | -16.8% | +24.7% | -41.5% | -25.7% |
| 3Y | +20.8% | +136.6% | -115.8% | -18.3% |
| 5Y | +48.0% | +143.9% | -95.9% | -7.9% |
| 10Y | +234.7% | +465.9% | -231.2% | +30.0% |
| All | +290.8% | +427.6% | -136.8% | +42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling