+320.5%
TMUS vs WM
+920.5%
-600.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.2% | -2.7% |
| 7D | +0.1% | -0.3% | +0.4% | +0.3% |
| 30D | +5.3% | -2.4% | +7.6% | +6.8% |
| 3M | +3.1% | +0.4% | +2.7% | +2.8% |
| 6M | -16.5% | -9.5% | -7.0% | -11.6% |
| YTD | -9.2% | +0.5% | -9.7% | -10.1% |
| 1Y | -26.5% | -1.1% | -25.4% | -26.7% |
| 3Y | +39.0% | +46.0% | -7.0% | +6.7% |
| 5Y | +40.4% | +51.8% | -11.4% | +3.0% |
| 10Y | +303.7% | +307.5% | -3.8% | +45.6% |
| All | +320.5% | +920.5% | -600.0% | -20.6% |
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