+290.8%
TMUS vs WCN
+1,497.9%
-1,207.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.5% | +3.6% | +3.9% |
| 7D | +5.3% | +1.2% | +4.2% | +4.7% |
| 30D | +13.5% | +24.6% | -11.0% | +0.5% |
| 3M | -4.2% | +14.2% | -18.4% | -11.1% |
| 6M | -11.9% | +25.7% | -37.6% | -22.5% |
| YTD | -15.6% | +9.3% | -24.9% | -20.6% |
| 1Y | -16.8% | +15.3% | -32.1% | -24.1% |
| 3Y | +20.8% | +48.6% | -27.8% | -5.2% |
| 5Y | +48.0% | +46.9% | +1.1% | +14.7% |
| 10Y | +234.7% | +298.1% | -63.4% | +41.7% |
| All | +290.8% | +1,497.9% | -1,207.1% | -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