+309.1%
TMUS vs WPM
+502.1%
-193.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -0.3% | +7.0% | -7.3% | -0.7% |
| 30D | +3.1% | +15.7% | -12.6% | +2.1% |
| 3M | +2.4% | +35.2% | -32.8% | +0.2% |
| 6M | -17.1% | +6.1% | -23.2% | -17.6% |
| YTD | -9.1% | +32.6% | -41.6% | -11.8% |
| 1Y | -23.6% | +46.9% | -70.5% | -26.8% |
| 3Y | +38.8% | +276.3% | -237.5% | +20.6% |
| 5Y | +43.0% | +260.0% | -217.0% | +23.5% |
| 10Y | +309.1% | +508.5% | -199.4% | +261.3% |
| All | +309.1% | +502.1% | -193.0% | +261.3% |
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