+309.1%
TMUS vs WEC
+143.0%
+166.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | -0.3% | +0.8% | -1.1% | -0.5% |
| 30D | +3.1% | +0.3% | +2.8% | +3.0% |
| 3M | +2.4% | -2.9% | +5.3% | +3.3% |
| 6M | -17.1% | -5.9% | -11.2% | -15.6% |
| YTD | -9.1% | +4.1% | -13.2% | -10.4% |
| 1Y | -23.6% | +3.1% | -26.8% | -24.5% |
| 3Y | +38.8% | +40.8% | -1.9% | +24.3% |
| 5Y | +43.0% | +31.7% | +11.3% | +29.8% |
| 10Y | +309.1% | +141.1% | +168.0% | +222.6% |
| All | +309.1% | +143.0% | +166.1% | +222.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 10y: compounded portfolio wealth divided by compounded WEC 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…
10y analysis · Full analysis span regression · 6 months rolling