+240.8%
TMUS vs WST
+446.4%
-205.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.2% |
| 7D | +9.5% | +1.4% | +8.1% | +9.2% |
| 30D | +13.8% | +12.7% | +1.1% | +11.5% |
| 3M | -4.6% | +17.2% | -21.7% | -7.2% |
| 6M | -11.7% | +26.7% | -38.4% | -15.5% |
| YTD | -15.4% | +50.3% | -65.7% | -21.7% |
| 1Y | -16.1% | +50.2% | -66.4% | -22.5% |
| 3Y | +20.5% | +21.7% | -1.2% | +9.4% |
| 5Y | +48.7% | +2.0% | +46.7% | +39.4% |
| 10Y | +240.8% | +451.1% | -210.3% | +83.0% |
| All | +240.8% | +446.4% | -205.6% | +83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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