+38.8%
TMUS vs WCN
+19.6%
+19.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.5% |
| 7D | -0.3% | -0.4% | +0.2% | -0.1% |
| 30D | +3.1% | -2.1% | +5.3% | +3.9% |
| 3M | +2.4% | +6.4% | -4.0% | +0.4% |
| 6M | -17.1% | -3.7% | -13.4% | -16.0% |
| YTD | -9.1% | -6.4% | -2.7% | -7.2% |
| 1Y | -23.6% | -7.9% | -15.7% | -21.6% |
| 3Y | +38.8% | +20.8% | +18.0% | +41.0% |
| All | +38.8% | +19.6% | +19.2% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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