-16.3%
TMUS vs WEC
+7.6%
-23.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.1% | +3.0% | +3.7% |
| 7D | +5.3% | +0.2% | +5.1% | +5.2% |
| 30D | +13.5% | +12.9% | +0.6% | +8.9% |
| 3M | -4.2% | +9.8% | -14.0% | -7.3% |
| 6M | -11.9% | +6.7% | -18.6% | -13.7% |
| YTD | -15.6% | +14.0% | -29.5% | -18.3% |
| All | -16.3% | +7.6% | -23.9% | -17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling