+43.0%
TMUS vs WEC
+34.9%
+8.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | -0.3% | +0.8% | -1.1% | -0.6% |
| 30D | +3.1% | +0.3% | +2.8% | +2.9% |
| 3M | +2.4% | -2.9% | +5.3% | +3.5% |
| 6M | -17.1% | -5.9% | -11.2% | -15.3% |
| YTD | -9.1% | +4.1% | -13.2% | -10.7% |
| 1Y | -23.6% | +3.1% | -26.8% | -24.7% |
| 3Y | +38.8% | +40.8% | -1.9% | +23.2% |
| 5Y | +43.0% | +31.7% | +11.3% | +26.2% |
| All | +43.0% | +34.9% | +8.1% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling