-23.6%
TMUS vs WMB
+36.5%
-60.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -0.1% |
| 7D | -0.3% | +0.8% | -1.1% | -0.3% |
| 30D | +3.1% | +7.7% | -4.6% | +2.5% |
| 3M | +2.4% | +6.7% | -4.3% | +1.9% |
| 6M | -17.1% | +3.6% | -20.7% | -17.3% |
| YTD | -9.1% | +28.0% | -37.1% | -11.0% |
| 1Y | -23.6% | +37.6% | -61.2% | -26.5% |
| All | -23.6% | +36.5% | -60.2% | -26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling