+291.7%
TMUS vs WMB
+579.4%
-287.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.2% |
| 7D | +9.5% | -6.9% | +16.4% | +11.6% |
| 30D | +13.8% | -7.2% | +21.0% | +15.7% |
| 3M | -4.6% | -5.4% | +0.9% | -3.7% |
| 6M | -11.7% | -4.9% | -6.8% | -11.3% |
| YTD | -15.4% | +14.7% | -30.1% | -19.9% |
| 1Y | -16.1% | +14.7% | -30.8% | -20.7% |
| 3Y | +20.5% | +116.4% | -95.9% | -7.4% |
| 5Y | +48.7% | +198.5% | -149.8% | +2.1% |
| 10Y | +240.8% | +266.3% | -25.5% | +102.3% |
| All | +291.7% | +579.4% | -287.8% | +37.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling