+320.5%
TMUS vs WEC
+700.8%
-380.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.7% | -3.1% |
| 7D | +0.1% | -0.3% | +0.3% | +0.2% |
| 30D | +5.3% | -1.3% | +6.5% | +5.8% |
| 3M | +3.1% | -3.9% | +7.1% | +4.9% |
| 6M | -16.5% | -8.3% | -8.1% | -13.2% |
| YTD | -9.2% | +3.1% | -12.2% | -10.8% |
| 1Y | -26.5% | +1.9% | -28.4% | -27.4% |
| 3Y | +39.0% | +41.9% | -2.9% | +16.2% |
| 5Y | +40.4% | +30.8% | +9.6% | +20.1% |
| 10Y | +303.7% | +141.9% | +161.8% | +120.2% |
| All | +320.5% | +700.8% | -380.3% | -9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling