+38.8%
TMUS vs WSM
+239.4%
-200.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -0.3% | +2.6% | -2.8% | -0.2% |
| 30D | +3.1% | -9.5% | +12.6% | +3.0% |
| 3M | +2.4% | +12.9% | -10.5% | +2.6% |
| 6M | -17.1% | +23.0% | -40.1% | -16.7% |
| YTD | -9.1% | +28.9% | -38.0% | -8.8% |
| 1Y | -23.6% | +13.7% | -37.3% | -23.4% |
| 3Y | +38.8% | +232.6% | -193.8% | +35.0% |
| All | +38.8% | +239.4% | -200.6% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling