+268.7%
TMUS vs WM
+1,016.3%
-747.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.5% | +2.1% |
| 7D | +7.5% | +5.9% | +1.6% | +3.8% |
| 30D | -3.3% | +15.4% | -18.7% | -11.5% |
| 3M | -9.7% | +6.3% | -16.0% | -13.1% |
| 6M | -17.2% | +5.6% | -22.8% | -20.2% |
| YTD | -20.3% | +9.9% | -30.3% | -25.4% |
| 1Y | -21.2% | +20.8% | -42.0% | -30.5% |
| 3Y | +13.5% | +48.5% | -35.0% | -13.5% |
| 5Y | +36.5% | +60.6% | -24.1% | -2.9% |
| 10Y | +239.2% | +349.8% | -110.6% | +15.0% |
| All | +268.7% | +1,016.3% | -747.6% | -34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling