+43.0%
TMUS vs WCN
+30.9%
+12.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.2% |
| 6M | -17.1% | -3.7% | -13.4% | -16.1% |
| YTD | -9.1% | -6.4% | -2.7% | -7.3% |
| 1Y | -23.6% | -7.9% | -15.7% | -21.7% |
| 3Y | +38.8% | +20.8% | +18.0% | +29.8% |
| 5Y | +43.0% | +29.0% | +14.0% | +27.9% |
| All | +43.0% | +30.9% | +12.0% | +27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling