+45.4%
TMUS vs WSM
+182.9%
-137.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -0.3% | +2.6% | -2.8% | -0.4% |
| 30D | +3.1% | -9.5% | +12.6% | +3.8% |
| 3M | +2.4% | +12.9% | -10.5% | +1.6% |
| 6M | -17.1% | +23.0% | -40.1% | -18.3% |
| YTD | -9.1% | +28.9% | -38.0% | -11.0% |
| 1Y | -23.6% | +13.7% | -37.3% | -24.5% |
| 3Y | +38.8% | +232.6% | -193.8% | +16.0% |
| All | +45.4% | +182.9% | -137.5% | +22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling