+317.8%
TMUS vs WSM
+997.3%
-679.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -5.3% | +2.6% | -7.9% | -5.6% |
| 30D | +0.1% | -9.3% | +9.4% | +1.2% |
| 3M | -0.6% | +7.1% | -7.7% | -1.5% |
| 6M | -17.5% | +21.7% | -39.3% | -19.8% |
| YTD | -11.3% | +28.7% | -40.0% | -14.5% |
| 1Y | -25.4% | +13.9% | -39.3% | -27.2% |
| 3Y | +35.5% | +232.2% | -196.6% | +7.8% |
| 5Y | +41.9% | +176.4% | -134.5% | +13.1% |
| 10Y | +317.8% | +1,072.4% | -754.6% | +126.0% |
| All | +317.8% | +997.3% | -679.5% | +126.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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