+291.7%
TMUS vs WCN
+1,507.3%
-1,215.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.1% |
| 7D | +9.5% | +2.6% | +6.9% | +8.0% |
| 30D | +13.8% | +25.3% | -11.5% | +0.4% |
| 3M | -4.6% | +15.2% | -19.8% | -11.8% |
| 6M | -11.7% | +26.4% | -38.1% | -22.6% |
| YTD | -15.4% | +9.9% | -25.3% | -20.7% |
| 1Y | -16.1% | +16.2% | -32.3% | -23.8% |
| 3Y | +20.5% | +49.4% | -28.9% | -5.7% |
| 5Y | +48.7% | +46.2% | +2.6% | +15.6% |
| 10Y | +240.8% | +305.7% | -64.9% | +42.7% |
| All | +291.7% | +1,507.3% | -1,215.6% | -27.5% |
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