+320.5%
TMUS vs WPM
+1,585.4%
-1,264.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -3.3% |
| 7D | +0.1% | +1.1% | -1.0% | -0.1% |
| 30D | +5.3% | +26.4% | -21.1% | +1.5% |
| 3M | +3.1% | +20.8% | -17.7% | -0.3% |
| 6M | -16.5% | +1.1% | -17.6% | -17.6% |
| YTD | -9.2% | +32.5% | -41.6% | -14.6% |
| 1Y | -26.5% | +51.5% | -78.0% | -32.7% |
| 3Y | +39.0% | +267.0% | -228.0% | +8.9% |
| 5Y | +40.4% | +250.1% | -209.7% | +9.1% |
| 10Y | +303.7% | +540.4% | -236.7% | +169.6% |
| All | +320.5% | +1,585.4% | -1,264.9% | +70.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling