+238.4%
TMUS vs WMB
+267.1%
-28.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.1% | +0.9% |
| 7D | +3.6% | -13.8% | +17.4% | +6.8% |
| 30D | -3.4% | -10.3% | +7.0% | -1.4% |
| 3M | -9.5% | -10.1% | +0.6% | -7.8% |
| 6M | -15.2% | -11.8% | -3.3% | -13.4% |
| YTD | -18.9% | +8.9% | -27.9% | -21.6% |
| 1Y | -17.7% | +14.0% | -31.7% | -21.3% |
| 3Y | +15.6% | +100.5% | -84.9% | -4.9% |
| 5Y | +38.9% | +179.5% | -140.6% | +4.2% |
| All | +238.4% | +267.1% | -28.7% | +113.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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