-28.8%
TMUS vs WETO
-99.4%
+70.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.4% | +8.3% | +2.9% |
| 7D | +0.4% | -4.3% | +4.8% | +0.4% |
| 30D | +3.5% | -39.9% | +43.4% | +4.0% |
| 3M | -1.3% | -97.9% | +96.6% | -2.8% |
| 6M | -13.6% | -95.0% | +81.4% | -13.5% |
| YTD | -8.8% | -97.2% | +88.4% | -9.5% |
| 1Y | -22.9% | -98.9% | +76.0% | -25.1% |
| All | -28.8% | -99.4% | +70.6% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 3y: compounded portfolio wealth divided by compounded WETO 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…
3y analysis · Full analysis span regression · 6 months rolling