+298.8%
TMUS vs WSM
+2,233.6%
-1,934.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | +8.2% | -3.0% | +11.1% | +8.8% |
| 30D | +13.4% | +10.1% | +3.3% | +11.1% |
| 3M | -3.0% | +4.9% | -7.9% | -4.2% |
| 6M | -8.8% | +49.8% | -58.6% | -16.5% |
| YTD | -13.8% | +48.7% | -62.6% | -21.7% |
| 1Y | -17.1% | +38.7% | -55.8% | -23.7% |
| 3Y | +22.7% | +269.5% | -246.9% | -15.1% |
| 5Y | +52.8% | +179.0% | -126.2% | +8.3% |
| 10Y | +244.6% | +1,162.3% | -917.7% | +44.8% |
| All | +298.8% | +2,233.6% | -1,934.8% | +13.5% |
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