+244.6%
TMUS vs WMB
+278.0%
-33.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.3% | +1.3% |
| 7D | +8.2% | +1.6% | +6.6% | +7.7% |
| 30D | +13.4% | -7.1% | +20.4% | +14.8% |
| 3M | -3.0% | -4.0% | +1.0% | -2.7% |
| 6M | -8.8% | -5.7% | -3.1% | -8.3% |
| YTD | -13.8% | +17.2% | -31.0% | -18.0% |
| 1Y | -17.1% | +17.2% | -34.3% | -21.1% |
| 3Y | +22.7% | +121.1% | -98.4% | -1.2% |
| 5Y | +52.8% | +197.2% | -144.3% | +13.3% |
| 10Y | +244.6% | +280.9% | -36.3% | +113.2% |
| All | +244.6% | +278.0% | -33.4% | +113.2% |
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