+320.5%
TMUS vs WSM
+1,918.8%
-1,598.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.1% | -5.5% | -3.9% |
| 7D | +0.1% | -3.3% | +3.3% | +0.7% |
| 30D | +5.3% | -8.4% | +13.6% | +7.1% |
| 3M | +3.1% | +9.7% | -6.5% | +0.9% |
| 6M | -16.5% | +16.7% | -33.1% | -19.6% |
| YTD | -9.2% | +28.7% | -37.8% | -14.8% |
| 1Y | -26.5% | +13.7% | -40.1% | -29.5% |
| 3Y | +39.0% | +230.1% | -191.1% | -1.8% |
| 5Y | +40.4% | +179.0% | -138.6% | -1.3% |
| 10Y | +303.7% | +1,002.5% | -698.8% | +74.5% |
| All | +320.5% | +1,918.8% | -1,598.3% | +23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling