+320.5%
TMUS vs WCN
+1,283.6%
-963.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -2.8% |
| 7D | +0.1% | -0.6% | +0.7% | +0.4% |
| 30D | +5.3% | +0.4% | +4.8% | +5.0% |
| 3M | +3.1% | +7.3% | -4.2% | -0.9% |
| 6M | -16.5% | -2.5% | -14.0% | -15.8% |
| YTD | -9.2% | -5.4% | -3.8% | -7.4% |
| 1Y | -26.5% | -8.5% | -18.0% | -23.9% |
| 3Y | +39.0% | +20.8% | +18.2% | +22.1% |
| 5Y | +40.4% | +30.0% | +10.4% | +16.0% |
| 10Y | +303.7% | +238.4% | +65.3% | +87.3% |
| All | +320.5% | +1,283.6% | -963.1% | -15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling