+239.9%
TMUS vs WPM
+752.0%
-512.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.5% |
| 7D | +6.5% | -0.5% | +7.0% | +6.5% |
| 30D | +11.3% | -3.1% | +14.4% | +11.3% |
| 3M | -2.9% | -2.2% | -0.7% | -3.1% |
| 6M | -10.5% | -7.4% | -3.1% | -10.5% |
| YTD | -14.4% | +12.6% | -27.1% | -16.2% |
| 1Y | -17.9% | +22.8% | -40.7% | -20.3% |
| 3Y | +21.9% | +213.6% | -191.8% | +7.3% |
| 5Y | +52.1% | +211.2% | -159.0% | +32.8% |
| All | +239.9% | +752.0% | -512.1% | +186.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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