+234.7%
TMUS vs WM
+337.2%
-102.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.1% | +4.0% | +4.1% |
| 7D | +5.3% | -0.5% | +5.8% | +5.6% |
| 30D | +13.5% | +13.3% | +0.2% | +6.7% |
| 3M | -4.2% | +4.4% | -8.6% | -6.4% |
| 6M | -11.9% | +10.8% | -22.7% | -16.4% |
| YTD | -15.6% | +9.1% | -24.6% | -19.5% |
| 1Y | -16.8% | +19.1% | -35.9% | -24.1% |
| 3Y | +20.8% | +45.7% | -24.9% | -1.4% |
| 5Y | +48.0% | +60.4% | -12.4% | +13.6% |
| 10Y | +234.7% | +328.7% | -94.0% | +59.4% |
| All | +234.7% | +337.2% | -102.5% | +59.4% |
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