+39.5%
TMUS vs WMB
+140.5%
-101.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | +0.1% | +0.6% | -0.5% | 0.0% |
| 30D | +5.3% | +3.3% | +2.0% | +4.6% |
| 3M | +3.1% | +3.1% | 0.0% | +2.4% |
| 6M | -16.5% | -0.7% | -15.7% | -16.5% |
| YTD | -9.2% | +25.2% | -34.3% | -13.5% |
| 1Y | -26.5% | +32.9% | -59.3% | -31.0% |
| All | +39.5% | +140.5% | -101.0% | +17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling