+304.4%
TMUS vs WM
+306.5%
-2.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.2% | -2.9% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | +5.3% | -2.4% | +7.6% | +6.5% |
| 3M | +3.1% | +0.4% | +2.7% | +2.9% |
| 6M | -16.5% | -9.5% | -7.0% | -12.5% |
| YTD | -9.2% | +0.5% | -9.7% | -9.8% |
| 1Y | -26.5% | -1.1% | -25.4% | -26.5% |
| 3Y | +39.0% | +46.0% | -7.0% | +12.8% |
| 5Y | +40.4% | +51.8% | -11.4% | +10.1% |
| All | +304.4% | +306.5% | -2.1% | +81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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